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Dynamic risk management : investment, capital structure, and hedging in the presence of financial frictions
Amaya, Diego; Gauthier, Geneviève; Léautier, … - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 359-399
Persistent link: https://www.econbiz.de/10011392996
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Reviewing the hedge funds literature II : hedge funds' returns and risk management characteristics
El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert - In: International review of financial analysis 48 (2016), pp. 55-66
Persistent link: https://www.econbiz.de/10011624396
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Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou; Quittard-Pinon, François - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
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Fuel hedging, operational hedging and risk exposure : evidence from the global airline industry
Berghöfer, Britta; Lucey, Brian M. - In: International review of financial analysis 34 (2014), pp. 124-139
Persistent link: https://www.econbiz.de/10010528462
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Exposure, hedging, and value : new evidence from the US airline industry
Treanor, Stephen D.; Rogers, Daniel A.; Carter, David A.; … - In: International review of financial analysis 34 (2014), pp. 200-211
Persistent link: https://www.econbiz.de/10010529038
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Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.; Siu-Hang Li, Johnny - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
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Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.; Zhu, Nan - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
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Robust mean-variance hedging of longevity risk
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
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Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
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Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231