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Computational dynamic market risk measures in discrete time setting

Seck, Babacar; Elliott, Robert J.; Gueyie, Jean-Pierre - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 334-354

Persistent link: https://www.econbiz.de/10010476909

Dynamic corporate risk management : motivations and real implications

Dionne, Georges; Gueyie, Jean-Pierre; Mnasri, Mohamed - In: Journal of banking & finance 95 (2018), pp. 97-111

Persistent link: https://www.econbiz.de/10011966716

Earnings-consumption betas and stock valuation

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 5 (2018) 2, pp. 151-172

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The use of nonlinear hedging strategies by US oil producers : motivations and implications

Mnasri, Mohamed; Dionne, Georges; Gueyie, Jean-Pierre - In: Energy economics 63 (2017), pp. 348-364

Persistent link: https://www.econbiz.de/10011758023

Dividend multifactor process, long-run risk and payout ratios

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 4 (2015/2016) 2, pp. 172-191

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Dynamic Corporate Risk Management : Motivations and Real Implications

Dionne, Georges - 2017

We investigate the dynamics of corporate hedging programs used by US oil producers and examine the effects of hedging maturity choice on firm value. We find evidence of a concave relationship between hedging maturity and the likelihood of financial distress and oil spot prices. We further...

Persistent link: https://www.econbiz.de/10012968856