Search Results - subject:"Hedging demand"

Scherer, Bernd; Lehner, Sebastian - In: Journal of empirical finance 80 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015329721

Physical and transition risk premiums in euro area corporate bond markets

Bats, Joost Victor; Bua, Giovanna; Kapp, Daniel - 2024

, indicating increased awareness and hedging demand after the Paris Agreement. Transition risk premiums are smaller and less …

Persistent link: https://www.econbiz.de/10014543646

The momentum ambiguity and investor trading behavior

Wang, Lunyi; Yang, Shiqi; Zhao, Sibo - In: Economics letters 235 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10015071330

Physical and transition risk premiums in euro area corporate bond markets

Bats, Joost Victor; Bua, Giovanna; Kapp, Daniel - 2024

, indicating increased awareness and hedging demand after the Paris Agreement. Transition risk premiums are smaller and less …

Persistent link: https://www.econbiz.de/10014484474

Robust hedging of terminal wealth under interest rate risk and inflation risk

Balter, Anne; Coumans, Lieske; Jong, Frank de - 2021 - This version: November 9, 2021

Persistent link: https://www.econbiz.de/10012664512

A Study on Dynamic Asset Allocation Strategy for Optimal Portfolio Selection

Lee, Hojin - In: East Asian Economic Review (EAER) 25 (2021) 3, pp. 310-336

We use iterative numerical procedures combined with analytical methods due to Rapach and Wohar (2009) to solve for the dynamic asset allocation strategy for optimal portfolio demand. We compare different optimal portfolio demands when investors in each country have different access to overseas...

Persistent link: https://www.econbiz.de/10015397949