) historique, ils evaluent le possibilites et risques des strategies de hedging par options (put hedge; covered short call; collar … auteurs essaient d´identifier des relations determinantes entre les differents types des strategies de hedging par options …

exposure risk. In this regard, several hedging strategies are evaluated and compared with one another. Design … hedge tools brings a much more diversified selection of stock and bond markets than no hedging strategy. The optimal option … optimal forward hedging. In the out-of-sample study, the optimally forward-hedged strategy generally presents a much better …

hedging approaches are implemented. …

diversified mixed asset portfolios via different hedge tools. Several hedging strategies, using currency forwards and currency …