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Infrastructure : real assets and real returns
Bird, Ron; Liem, Harry; Thorp, Susan - 2011
Persistent link: https://www.econbiz.de/10009500935
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The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach
Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - In: The North American journal of economics and finance : a … 32 (2015), pp. 139-154
Persistent link: https://www.econbiz.de/10011514457
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Systematic risk and the cross section of hedge fund returns
Bali, Turan G.; Brown, Stephen J.; Caglayan, Mustafa O. - In: Journal of financial economics 106 (2012) 1, pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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Trend shocks, risk sharing and cross-country portfolio holdings
Arslan, Yavuz; Keleș, Gürsu; Kilinc̦, Mustafa - 2012
of trade breaks the hedging opportunities coming from international trade in goods. In contrast, the appreciation of the … real exchange rate generates new hedging opportunities in international financial markets for both countries. Therefore …
Persistent link: https://www.econbiz.de/10009407245
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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Comoment risk and stock returns
Lambert, M.; Hübner, G. - In: Journal of empirical finance 23 (2013), pp. 191-205
Persistent link: https://www.econbiz.de/10010221739
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Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
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Safe Minus Risky : Do Investors Pay a Premium for Stocks that Hedge Stock Market Downturns?
Kapadia, Nishad - 2015
Stocks that hedge against sustained market downturns — periods from peak to trough in S&P500 levels at the business cycle frequency — should have low expected returns, but they do not. We use ex-ante firm characteristics and covariances to construct a tradeable Safe Minus Risky (SMR)...
Persistent link: https://www.econbiz.de/10013019759
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Global currency hedging with common risk factors
Opie, Wei; Riddiough, Steven J. - In: Journal of financial economics 136 (2020) 3, pp. 780-805
Persistent link: https://www.econbiz.de/10012545731