, crude oil, gold and currency compared to commodities, bonds and real estate. Furthermore, we test the effective hedging … the funds provides impeccable hedging effectiveness for all asset classes, except currency …

capacity of private equities for hedging, for the whole sample period and during COVID-19 infectious disease, in order to … private equity ETF can result in strong hedging effectiveness for investors holding long positions in Bitcoin, shipping, bonds …

liabilities. With the aim of hedging long-term liabilities, we estimate variations of a Nelson-Siegel model using swap returns … of the factor loadings in the long end, and are easily beaten by a robust, near MSE-optimal, hedging strategy that …

This article tries to solve the portfolio inflation hedging problem by introducing a new class of dynamic trading … returns on a risk-adjusted basis than regular inflation hedging portfolio allocation while achieving a lower cost than …

makers which could price the derivative based on the cross-hedging potential of commodities …

period and the COVID-19 period. We also estimate the optimal weights, hedge ratios, and hedging effectiveness during both … higher during the COVID-19 period, implying a higher hedging cost compared to the pre-COVID-19 period. Last, the hedging … information to portfolio managers and policymakers regarding portfolio diversification, hedging, forecasting, and risk management. …

the co-movement between the two assets. For this purpose, use is made of industry standard methods, like the naive hedging … correlations, the reduction in portfolio variance produced by different hedging strategies is examined. The data suggests that the …