Similar Search Results

Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty

Lien, Da-hsiang Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 171-181

Persistent link: https://www.econbiz.de/10001748022

Multiperiod strip hedging of forward commitments

Lien, Da-hsiang Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 345-358

Persistent link: https://www.econbiz.de/10001677064

Comparisons of short and long hedge performance: the case of Taiwan

Demirer, Riza; Lien, Donald; Shaffer, David R. - In: Journal of Multinational Financial Management 15 (2005) 1, pp. 51-66

Persistent link: https://www.econbiz.de/10005300165

A Note on Estimating the Minimum Extended Gini Hedge Ratio

Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10007344673

Multiperiod Strip Hedging of Forward Commitments

Lien, Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 345-358

Persistent link: https://www.econbiz.de/10007167176

Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty

Lien, Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 171

Persistent link: https://www.econbiz.de/10007174470

Comparisons of short and long hedge performance: the case of Taiwan

Demirer, Riza; Lien, Donald; Shaffer, David R. - In: Journal of multinational financial management 15 (2005) 1, pp. 51-66

Persistent link: https://www.econbiz.de/10007096172

A note on estimating the minimum extended Gini hedge ratio

Lien, Donald; Shaffer, David R. - In: Journal of Futures Markets 19 (1999) 1, pp. 101-113

The extended Gini coefficient, Γ, is a measure of dispersion with strong theoretical merit for use in futures hedging. Yitzhaki (1982, 1983) provides conditions under which a two‐parameter framework using the mean and Γ of portfolio returns yields an efficient set consistent with...

Persistent link: https://www.econbiz.de/10011197178

Defining a security market line for debt explicitly considering the risk of default

Heck, Jean L.; Holland, Michael M.; Shaffer, David R. - In: Advances in investment analysis and portfolio … 9 (2002), pp. 165-179

Persistent link: https://www.econbiz.de/10001695513

Currency Hedging Using the Mean-Gini Framework

Shaffer, David R.; Demaskey, Andrea - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 125-138

Persistent link: https://www.econbiz.de/10007148667

1
2
3
4
5
6
7
8
9
10
Next
Last