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Credit Derivatives and Risk Aversion
Leung, Tim - 2009
cases, risk aversion may play an important role, especially when there is little liquidity, and utility … raised due to investor risk aversion …
Persistent link: https://www.econbiz.de/10013158424
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Export and hedging decisions under correlated revenue and exchange rate risk
Kit, Pong Wong - In: Bulletin of economic research 67 (2015) 4, pp. 371-381
Persistent link: https://www.econbiz.de/10011396488
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Production and futures hedging with state-dependent background risk
Kit, Pong Wong - In: International review of economics & finance : IREF 24 (2012), pp. 177-184
Persistent link: https://www.econbiz.de/10009690210
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Comparison of some static hedging models of agricultural commodities price uncertainty
Kamdem, Jules Sadefo; Moumouni, Zoulkiflou - In: Journal of quantitative economics 18 (2020) 3, pp. 631-655
Persistent link: https://www.econbiz.de/10012418858
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Risk and ambiguity in 10-Ks : an examination of cash holding and derivatives use
Friberg, Richard; Seiler, Thomas - In: The journal of corporate finance : contracting, … 45 (2017), pp. 608-631
Persistent link: https://www.econbiz.de/10011760969
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Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Finance research letters 55 (2023) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Are banks risk-averse or risk-neutral investors?
Takino, Kazuhiro; Ishinagi, Yoshikazu - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014456509
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Foreign exchange rate exposure of companies under dynamic regret
Entrop, Oliver; Fuchs, Fabian U. - 2020
This paper analyzes optimal hedge ratios for foreign exchange (FX) rate risk of companies. Our contribution to the … optimal hedge ratio given the outcome of past hedging decisions and future expectations. The model implies that the optimal … skewness of its distribution, its covariance to the foreign market return, as well as the company's risk and regret aversion …
Persistent link: https://www.econbiz.de/10012158926
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Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further
Godart, Cyril - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10011443591