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Correlation products and risk management issues

Mahoney, James M. - In: Economic policy review 1 (1995) 3, pp. 7-20

Persistent link: https://www.econbiz.de/10001218943

Risk management of correlation products

Mahoney, James M. - In: European financial management : the journal of the … 3 (1997) 2, pp. 155-174

Persistent link: https://www.econbiz.de/10001223645

The effects of corporate antitakeover provisions on long-term investment : empirical evidence

Mahony, James M. - 1996

Persistent link: https://www.econbiz.de/10000968894

An empirical investigation of the effects of corporate antitakeover provisions on long-term investment

Mahoney, James M.; Sundaramurthy, Chamu; Mahoney, … - 1996

Persistent link: https://www.econbiz.de/10000957633

Forecast biases in value-at-risk estimations : evidence from foreign exchange and global equity portfolios

Mahoney, James M. - 1997

Persistent link: https://www.econbiz.de/10000958836

Towards a property rights foundation for a stakeholder theory of the firm

Mahoney, Joseph Timothy (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003730219

Correlation Products and Risk Management Issues

Mahoney, James M. - 2007

Unlike standard derivatives instruments, correlation products contain nonseparable risk, meaning that the price sensitivity of one risk factor is a function of the level of another risk factor. This article outlines the pricing and hedging of one type of correlation product, the differential...

Persistent link: https://www.econbiz.de/10014222801