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This is the first study to investigate the profitability of Barroso and Santa-Clara's (2015) risk-managing approach for … George and Hwang's (2004) 52-week high momentum strategy in an industrial portfolio setting. The findings indicate that risk …-managing adds value as the Sharpe ratio increases, and the downside risk decreases notably. Even after controlling for the spread of …
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guard, highlighting their lack of risk management practices for financing Bitcoin Mining ASICs.The lack of understanding of …-the-counter (OTC) derivatives and hash rate contracts \cite{Bitooda2020}, \cite{Luxor2022} have emerged as hedging tools for miners … provide practical tools for pricing and hedging BTC mining operations by the following contributions.(1) We introduce the …
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