Search Results - subject:"hedging risk"

International portfolio diversification and the home bias puzzle

Lee, Junyong; Lee, Kyounghun; Oh, Frederick Dongchuhl - In: Research in international business and finance 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014265820

Hedging-based utility risk measure customized for individual investors

Dong, Linjia; Yang, Zhaojun - In: Operations research letters 50 (2022) 5, pp. 509-512

Persistent link: https://www.econbiz.de/10013449436

Conditional feeder cattle hedge ratios : cross hedging with fluctuating corn prices

Bina, Justin D.; Schroeder, Ted C.; Tonsor, Glynn T. - In: Journal of commodity markets 26 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013450923

Pricing the hedging factor in the cross-section of stock returns

Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012821473

The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios

Halperin, Igor - In: Quantitative finance 19 (2019) 9, pp. 1543-1553

Persistent link: https://www.econbiz.de/10012194805

Hedging China’s Energy Oil Market Risks

Su, Yongyang; Lau, Chi Keung Marco; Tan, Na - Volkswirtschaftliche Fakultät, … - 2013

This paper is the first study to examine the effectiveness of the Shanghai Fuel Oil Futures Contract (SHF) in risk reduction on the Chinese energy oil market. We find that the SHF contract can help investors reduce risk by approximately 45%, lower than empirical evidence in developed markets,...

Persistent link: https://www.econbiz.de/10011260966

Etude exploratoire de l’impact des normes IFRS sur les politiques de couverture des risques financiers. Le cas des groupes cotés en France.- Exploratory study of the impact of the standards IFRS on the policies of risk coverage financial. The case of the groups listed in France.

Poincelot, Evelyne; Chambost, Isabelle - Université de Bourgogne - CREGO EA7317 Centre de … - 2015

regulations in terms of coverage, on practices. In the first part, the perspective of the accounting for hedging risk according to …

Persistent link: https://www.econbiz.de/10011123760

Commodity risk hedging through risk sharing : reengineering Islamic forwards

Kafou, Ali; Chakir, Ahmed - In: Journal of risk 17 (2014/2015) 6, pp. 101-123

Persistent link: https://www.econbiz.de/10011438937

ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO

ANKIRCHNER, STEFAN; PIGORSCH, CHRISTIAN; SCHWEIZER, NIKOLAUS - In: International Journal of Theoretical and Applied … 17 (2014) 07, pp. 1450042-1

approximated numerically. This makes it difficult to estimate residual hedging risk, also called basis risk, when only imperfect … algorithm to estimate residual hedging risk. The algorithm approximates the variance minimal hedging strategy within general …

Persistent link: https://www.econbiz.de/10011094651

Hedging China’s energy oil market risks

Lau, Marco; Su, Yongyang; Tan, Na; Zhang, Zhe - In: Eurasian Economic Review 4 (2014) 1, pp. 99-112

This paper is the first study to examine the effectiveness of the Shanghai Fuel Oil Futures Contract (SHF) in risk reduction on the Chinese energy oil market. We find that the SHF contract can help investors reduce risk by approximately 45 %, lower than empirical evidence in developed markets,...

Persistent link: https://www.econbiz.de/10011195679