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The determinants of foreign exchange hedging in Alternative Investment Market firms
Marshall, Andrew P.; Kemmitt, Martin; Pinto, Helena - In: The European journal of finance 19 (2013) 1/2, pp. 89-111
Persistent link: https://www.econbiz.de/10009733294
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Production and risk management in a multi-period duopoly under demand uncertainty
Pelster, Matthias - In: International journal of trade and global markets 6 (2013) 4, pp. 384-405
Persistent link: https://www.econbiz.de/10010199103
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Hedging executive compensation risk through investment banks
Dye, Ronald A.; Sridhar, Sri S. - In: The accounting review : a publication of the American … 91 (2016) 4, pp. 1109-1138
Persistent link: https://www.econbiz.de/10011520915
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Hedging under an expected loss constraint with small transaction costs
Bouchard, Bruno; Moreau, Ludovic; Soner, Halil Mete - 2014
We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is … very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small … transaction costs is used to obtain a tractable model. A general expansion theory is developed using the dynamic programming …
Persistent link: https://www.econbiz.de/10010442924
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Hedging with an edge : parametric currency overlay
Barroso, Pedro; Reichenecker, Jurij-Andrei; Menichetti, … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
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Dynamic financing and hedging under model uncertainty
Liu, Bo; Wang, Hongli; Yang, Jinqiang - In: The European journal of finance 27 (2021) 8, pp. 740-751
Persistent link: https://www.econbiz.de/10012516125
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Hedging incentives for financial institutions
Weert, Frans J. de - In: Journal of risk 22 (2019/2020) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10013177132
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Trading multiple mean reversion
Boguslavskaya, Elena; Boguslavsky, Michael; Muravey, Dmitry - In: International journal of theoretical and applied … 25 (2022) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10013189914
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Essays in financial risk management
Seidel, Henry - 2017
Persistent link: https://www.econbiz.de/10012237908
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145