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The value of tail risk hedging in defined contribution plans : what does history tell us

Basu, Anup K.; Drew, Michael E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 240-265

Persistent link: https://www.econbiz.de/10011338273

Bitcoin, gold and the dollar : a GARCH volatility analysis

Dyhrberg, Anne Haubo - 2015

This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in … possess some of the same hedging abilities as gold and can be included in the variety of tools available to market analysts to …

Persistent link: https://www.econbiz.de/10011347560

Hedging capabilities of bitcoin : is it the virtual gold?

Dyhrberg, Anne Haubo - 2015

Persistent link: https://www.econbiz.de/10011348399

On the variation of hedging decisions in daily currency risk management

Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2001

currency hedging strategies, for a series of 7 models,using Bayesian inference and decision analysis. The models differ in the … comparethe hedging decisions and financial returns and utilities as they result from the modellingassumptions and the attitudes …

Persistent link: https://www.econbiz.de/10011313920

Price risk and risk management in agriculture

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Contemporary economics 7 (2013) 2, pp. 17-20

This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has a futures market. We show that the farmer’s optimal commodity futures market...

Persistent link: https://www.econbiz.de/10009770293

Risk perception and risk management strategies of oyster farmers

Le Bihan, Véronique; Pardo, Sophie; Guillotreau, Patrice - In: Marine resource economics 28 (2013) 3, pp. 285-304

Persistent link: https://www.econbiz.de/10010197099

Financial distress risk and the hedging of foreign currency exposure

Boyer, Martin; Marin, Monica - In: The quarterly journal of finance 3 (2013) 1, pp. 13500021-135000236

Persistent link: https://www.econbiz.de/10010198275

Efficient risk hedging by dynamic forward pricing : a study in cloud computing

Du, Anna Ye; Das, Sanjukta; Ramesh, R. - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 625-642

Persistent link: https://www.econbiz.de/10010203618

Does operational and financial hedging reduce exposure? : evidence from the US airline industry

Treanor, Stephen D.; Simkins, Betty J.; Rogers, Daniel A.; … - In: The financial review : the official publication of the … 49 (2014) 1, pp. 149-172

Persistent link: https://www.econbiz.de/10010257287

Hedge fund performance evaluation using the Sharpe and Omega ratios

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 3, pp. 485-512

Persistent link: https://www.econbiz.de/10010370229