Similar Search Results - EconBiz

Asset price bubbles and risk management

Jarrow, Robert A. - In: Journal of risk 20 (2017/2018) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10011847429

Shortfall risk through Fenchel duality

Cui, Zhenyu; Deng, Jun - In: International journal of financial engineering 5 (2018) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10011923010

On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work … discusses the implications of using fund mapping regressions when the joint dynamics of the underlying and hedging assets is a …

Persistent link: https://www.econbiz.de/10011890772

A view inside corporate risk management

Bodnar, Gordon M.; Giambona, Erasmo; Graham, John R.; … - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5001-5026

Persistent link: https://www.econbiz.de/10012125860

Can gold hedge stock market and inflation simultaneously?

Chen, Jiaming - In: International journal of economics and finance 12 (2020) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10012212520

IAS 19 valuations for DB Schemes - true or fair?

McNally, Bridget - 2017

Persistent link: https://www.econbiz.de/10011751203

Risk, ambiguity, and the value of diversification

Berger, Loïc; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1639-1647

Persistent link: https://www.econbiz.de/10012506017

Understanding and managing interest rate risk at banks

Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231

Persistent link: https://www.econbiz.de/10011974365

CFO pay convexity, risk taking and corporate hedging

Barbi, Massimiliano; Febo, Valentina; Massimiliani, Irene - In: European financial management : the journal of the … 30 (2024) 3, pp. 1545-1586

Persistent link: https://www.econbiz.de/10014574101

Integration von Immobilien in ein Asset-Liability-Modell

Otruba, Susanne - 1998

Persistent link: https://www.econbiz.de/10000673232

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