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

Surveys of corporate risk management document that selective hedging, where managers incorporate their market views … into firms' hedging programs, is widespread in the U.S. and other countries. Stulz (1996) argues that selective hedging … strength to withstand the additional risk from market timing. We study the practice of selective hedging in a 10-year sample of …

-varying networks. We then describe how high-dimensional estimation techniques can be used to estimate the interactions model based on …

and the double hedging theorems are derived. The behavior of the same firm with and without complete markets is compared …

für derivative Finanzinstrumente, ihre Bewertung und ihren Ausweis im Jahresabschluss schaffen wollten, zeigt der hier … Mittel zur Risikoabsicherung, das so genannte "Hedging". Fallbeispiele und zahlreiche Abbildungen veranschaulichen die z. T …

Since the mid-nineties, agricultural economists discuss the suitability of "weather derivatives" as hedging instruments …, weather derivative markets for the agricultural sector are still in their infancy all-over the world. Some economists …. Others think that the low hedging effectiveness of (standardized and non-customized) weather contracts cripple the market …

This paper analyzes optimal hedging of a tradable risk (e.g. price risk or exchange rate risk) with forward contracts … noise, cross hedging and speculating on the real risk premium are conflicting objectives; the level of relative risk …

The aim of this study is to determine the main factors affecting the use of foreign exchange hedging instruments by … Chinese firms, following their regulatory changes in the derivative markets. The original contributions to this literature … probability approach. The results suggest the main determinants of derivative use are the overseas trade conducted by these firms …