Similar Search Results

An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques

Robins, Russell P.; Schachter, Barry - In: Management Science 40 (1994) 6, pp. 798-808

The stochastic properties of discretely rebalanced option hedges have been studied extensively beginning with Black and Scholes (1973). In each analysis hedges were "delta-neutral" after rebalancing. We argue that the distributional properties of discretely rebalanced hedges are such that...

Persistent link: https://www.econbiz.de/10009209122

An Introduction to Austrian Economics, by Thomas C. Taylor

Schachter, Barry - In: Quantitative Finance 12 (2012) 7, pp. 1011-1012

Persistent link: https://www.econbiz.de/10010606729

Stock price reactions to derivatives information in the FRY-9c reports

Kodres, Laura E.; Schachter, Barry; Venkatesh, P.C. - Federal Reserve Bank of Chicago - 1995

Persistent link: https://www.econbiz.de/10010723829

Improving value-at-risk estimates by combining kernel estimation

Butler, J.S.; Schachter, Barry - Federal Reserve Bank of Chicago - 1996

Persistent link: https://www.econbiz.de/10010724557

Derivatives Regulation and Financial Management: Lessons from Gibson Greetings

Overdahl, James; Schachter, Barry - In: Financial management 24 (1995) 1, pp. 68-78

Persistent link: https://www.econbiz.de/10005995744

An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-based Techniques

Robins, Russell P.; Schachter, Barry - In: Management science : journal of the Institute for … 40 (1994) 6, pp. 798

Persistent link: https://www.econbiz.de/10006104884

Opinion Analysis of the Dodd-Frank Act has so far focused on the swap carve-out clause and requirements for central clearing. But section 165 on prudential standards also raises di...

Schachter, Barry - In: Risk : managing risk in the world's financial markets 23 (2010) 10, pp. 88-89

Persistent link: https://www.econbiz.de/10008717191

Opinion The financial stability puzzle Several indexes have emerged in recent months, designed to warn investors about increases in systemic risk. But these products could, in some...

Schachter, Barry - In: Risk : managing risk in the world's financial markets 23 (2010) 12, pp. 79-80

Persistent link: https://www.econbiz.de/10008766080

10 CHALLENGES LEFT TO TACKLE - Carl Batlin of Chase Manhattan and Barry Schachter of Caxton Corporation set an agenda for risk managers.

Batlin, Carl; Schachter, Barry - In: Risk : managing risk in the world's financial markets 13 (2000) 4, pp. 34-40

Persistent link: https://www.econbiz.de/10007051001

HEDGE FUND PERSPECTIVE Driving in the wrong gear - The leverage employed by hedge funds is often seen as a key risk measure by investors and regulators. But focusing too closely on...

Schachter, Barry - In: Risk : managing risk in the world's financial markets 19 (2006) 2, pp. 86

Persistent link: https://www.econbiz.de/10007019765