Narrow search
Showing 1 - 10 of 27,229
Cover Image
An intergenerational cross-country swap
Padovani, Miret; Vanini, Paolo - In: Journal of Risk Finance 11 (2010) November, pp. 446-463
financial markets and the need to devise optimal hedging vehicles. Design/methodology/approach – The paper presents a potential …
Persistent link: https://www.econbiz.de/10010717486
Cover Image
An intergenerational cross‐country swap
Padovani, Miret; Vanini, Paolo - In: The Journal of Risk Finance 11 (2010) 5, pp. 446-463
financial markets and the need to devise optimal hedging vehicles. Design/methodology/approach – The paper presents a potential …
Persistent link: https://www.econbiz.de/10014901554
Cover Image
New economics of risk and uncertainty : theory and applications
Alghalith, Moawia - 2007
Persistent link: https://www.econbiz.de/10003449464
Cover Image
Reducing risk and improving incentives in funding entrepreneurs
Bodily, Samuel E. - In: Decision analysis : a journal of the Institute for … 13 (2016) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011503755
Cover Image
Multivariate partial distribution : a new method of pricing group assets and analyzing the risk for hedging
Dai, Feng; Liu, Hui; Wang, Ying - 2005
, the integrated risk of group assets can be divided to hedging risk and independent risk, and the corresponding models are … optimal ratio between underlying asset and its derivative in hedging. The approach to determine the optimal ratio in hedging …
Persistent link: https://www.econbiz.de/10011513103
Cover Image
Modelling rain risk: a multi-order Markov chain model approach
Stowasser, Markus - In: Journal of Risk Finance 13 (2011) January, pp. 45-60
Purpose–The purpose of this paper is to investigate the best frequency description of a chain dependent Markov process for the daily simulation of precipitation. The influence of the order of the Markov chain model to simulate daily precipitation occurrence is evaluated. A mixed-order model is...
Persistent link: https://www.econbiz.de/10009415547
Cover Image
Financial hedging in two-stage sustainable commodity supply chains
Wang, Moran; Guo, Xiaolong; Wang, Shouyang - In: European journal of operational research : EJOR 303 (2022) 2, pp. 803-818
Persistent link: https://www.econbiz.de/10013364035
Cover Image
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael - 1999
Persistent link: https://www.econbiz.de/10013442977
Cover Image
Input hedging: generalizations
Alghalith, Moawia - In: Journal of Risk Finance 8 (2007) May, pp. 309-312
Purpose – The purpose of this paper is to generalize input-hedging models. Design/methodology/approach – Using a …
Persistent link: https://www.econbiz.de/10004966331
Cover Image
The impact of natural hedging on a life insurer's risk situation.
Gatzert, Nadine; Wesker, Hannah - In: Journal of Risk Finance 13 (2012), pp. 396-423
management tool and to quantify its effectiveness in hedging against changes in mortality with respect to default risk measures … obtain deeper insight into the impact of natural hedging on an insurer's risk situation and shows how to reach a desired …
Persistent link: https://www.econbiz.de/10010720093