Search Results - subject:"dynamic hedging"

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Agency conflicts, financial constraints, and dynamic q-theory

Zhao, Siqi; Shi, Bangru - In: Economics letters 234 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015075894

Construction and hedging of equity index options portfolios

Wysocki, Maciej; Ślepaczuk, Robert - 2024

Persistent link: https://www.econbiz.de/10014634884

On the measurement of hedging effectiveness for long-term investment guarantees

Augustyniak, Maciej; Badescu, Alexandru; Boudreault, Mathieu - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-18

pricing and hedging performance, there has been much less emphasis on approaches to measure dynamic hedging effectiveness …

Persistent link: https://www.econbiz.de/10014332859

On the measurement of hedging effectiveness for long-term investment guarantees

Augustyniak, Maciej; Badescu, Alexandru; Boudreault, Mathieu - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-18

pricing and hedging performance, there has been much less emphasis on approaches to measure dynamic hedging effectiveness …

Persistent link: https://www.econbiz.de/10014305802

Hedging Bitcoin with conventional assets

Nekhili, Ramzi; Sultan, Jahangir - In: Borsa Istanbul Review 22 (2022) 4, pp. 641-652

, Dow-Jones, Nikkei, S&P 500, Brent, and WTI futures can be effective hedging instruments. We use a wavelet-based dynamic … hedging model to account for heterogeneous investors in the Bitcoin market. For a short-term horizon, soybean futures reduce …

Persistent link: https://www.econbiz.de/10013334846