Works matching Hedging (Finance)

Results: 3737

Permissibility and use of options for hedging purposes in Islamic Finance.

Published in:

Thunderbird International Business Review, 2006, v. 48, n. 3, p. 425, doi. 10.1002/tie.20103

By:

Smolarski, Jan;
Schapek, Michael;
Tahir, Mohammad Iqbal

Publication type:

Article

Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps.

Published in:

Applied Mathematics & Optimization, 2015, v. 72, n. 3, p. 353, doi. 10.1007/s00245-014-9283-z

By:

Di Nunno, Giulia;
Khedher, Asma;
Vanmaele, Michèle

Publication type:

Article

Australian Finance Company Profitability: Tests of the Hedging and S.C.P. Models.

Published in:

Australian Journal of Management (University of New South Wales), 1987, v. 12, n. 1, p. 69, doi. 10.1177/031289628701200106

By:

McShane, R.W.;
Sharpe, I.G.

Publication type:

Article

Hedging in Islamic Finance (2006).

Published in:

2019

By:

Paldi, Camille

Publication type:

Book Review

Machine learning for quantitative finance: fast derivative pricing, hedging and fitting.

Published in:

Quantitative Finance, 2018, v. 18, n. 10, p. 1635, doi. 10.1080/14697688.2018.1495335

By:

De Spiegeleer, Jan;
Madan, Dilip B.;
Reyners, Sofie;
Schoutens, Wim

Publication type:

Article

Efficient Computation of Hedging Parameters for Discretely Exercisable Options.

Published in:

Operations Research, 2008, v. 56, n. 4, p. 811, doi. 10.1287/opre.1080.0557

By:

Kaniel, Ron;
Tompaidis, Stathis;
Zemlianov, Alexander

Publication type:

Article

On the Integration of Production and Financial Hedging Decisions in Global Markets.

Published in:

Operations Research, 2007, v. 55, n. 3, p. 470, doi. 10.1287/opre.1070.0364

By:

Qing Ding;
Lingxiu Dong;
Kouvelis, Panos

Publication type:

Article

Volatility and spillover analysis between cryptocurrencies and financial indices: a diagonal BEKK and DCC GARCH model approach in support of SDGs.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2437002

By:

Iuga, Iulia Cristina;
Nerișanu, Raluca-Andreea;
Dragolea, Larisa-Loredana

Publication type:

Article

Risk minimizing hedging for a partially observed high frequency data model.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2006, v. 78, n. 1, p. 13, doi. 10.1080/17442500500488316

By:

Ceci, Claudia

Publication type:

Article

Nonparametric Statistical Methods and the Pricing of Derivative Securities.

Published in:

Journal of Applied Mathematics & Decision Sciences, 2002, v. 6, n. 1, p. 1, doi. 10.1155/S1173912602000019

By:

Kiesel, Rudiger

Publication type:

Article

Hedging neoliberalism: derivatives as state policy in Mexico.

Published in:

New Political Economy, 2016, v. 21, n. 3, p. 291, doi. 10.1080/13563467.2016.1113947

By:

Munoz Martinez, Hepzibah

Publication type:

Article

On the Determinants of Corporate Hedging.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 1, p. 267, doi. 10.1111/j.1540-6261.1993.tb04709.x

By:

Nance, Deana R.;
Smith, Clifford W.;
Smithson, Charles W.

Publication type:

Article

Editor’s Notes.

Published in:

Financial Markets, Institutions & Instruments, 2002, v. 11, n. 4, p. 267

By:

Silber, W.L.

Publication type:

Article

Some Results on Skorokhod Embedding and Robust Hedging with Local Time.

Published in:

Journal of Optimization Theory & Applications, 2018, v. 179, n. 2, p. 569, doi. 10.1007/s10957-017-1201-5

By:

Claisse, Julien;
Guo, Gaoyue;
Henry-Labordère, Pierre

Publication type:

Article

Hedging, Pareto Optimality, and Good Deals.

Published in:

Journal of Optimization Theory & Applications, 2013, v. 157, n. 3, p. 900, doi. 10.1007/s10957-012-0209-0

By:

Assa, Hirbod;
Karai, Keivan

Publication type:

Article

The Weighted Square Integral Inequalities for the First Derivative of the Function of a Real Variable.

Published in:

Journal of Inequalities & Applications, 2008, v. 2008, p. 1, doi. 10.1155/2008/343024

By:

Hussain, S.;
Pečarić, J.;
Shashiashvili, M.

Publication type:

Article

Robust Hedging and Pathwise Calculus.

Published in:

Applied Mathematical Finance, 2013, v. 20, n. 3, p. 287, doi. 10.1080/1350486X.2012.725978

By:

Tikanmäki, Heikki

Publication type:

Article

Hedging against terrorism: Are US businesses prepared?

Published in:

Journal of Business Continuity & Emergency Planning, 2015, v. 9, n. 1, p. 70, doi. 10.69554/mugd6361

By:

Kahan, Jerome H.

Publication type:

Article

Controllability and Hedgibility of Black-Scholes Equations with N Stocks.

Published in:

Acta Applicandae Mathematicae, 2010, v. 111, n. 3, p. 339, doi. 10.1007/s10440-009-9548-8

By:

Sakthivel, K.;
Kim, J.-H.

Publication type:

Article

DEFAULTABLE LÉVY LIBOR RATES AND CREDIT DERIVATIVES.

Published in:

International Journal of Theoretical & Applied Finance, 2007, v. 10, n. 3, p. 407, doi. 10.1142/S0219024907004172

By:

HUEHNE, FLORIAN

Publication type:

Article

DERIVADOS DE COBERTURA EN EL MERCADO FINANCIERO ISLAMICO: EL NUEVO ISDA/IIFM TAHAWWUT MASTER AGREEMENT.

Published in:

Actualidad Jurídica (1578-956X), 2010, n. 27, p. 125

By:

Lasarte, Guillermo Canalejo;
Ballenilla, Alfredo Cabellos

Publication type:

Article

EXPLORING THE DYNAMICS OF DERIVATIVE MARKETS. A COMPREHENSIVE STUDY ON FUTURES, OPTIONS, AND SWAPS IN MODERN FINANCE.

Published in:

Young Economists Journal / Revista Tinerilor Economisti, 2024, v. 21, n. 43, p. 97

By:

FULGA, Elena-Carmen NICULA

Publication type:

Article

On RVaR-based optimal partial hedging.

Published in:

Annals of Actuarial Science, 2022, v. 16, n. 2, p. 349, doi. 10.1017/S1748499521000269

By:

Melnikov, Alexander;
Wan, Hongxi

Publication type:

Article

Robust pricing-hedging dualities in continuous time.

Published in:

Finance & Stochastics, 2018, v. 22, n. 3, p. 511, doi. 10.1007/s00780-018-0363-9

By:

Hou, Zhaoxu;
Obłój, Jan

Publication type:

Article

Pathwise superreplication via Vovk's outer measure.

Published in:

Finance & Stochastics, 2017, v. 21, n. 4, p. 1141, doi. 10.1007/s00780-017-0338-2

By:

Beiglböck, Mathias;
Cox, Alexander;
Huesmann, Martin;
Perkowski, Nicolas;
Prömel, David

Publication type:

Article

On the Identification of the Riskiest Directional Components from Multivariate Heavy-Tailed Data.

Published in:

Risks, 2023, v. 11, n. 7, p. 130, doi. 10.3390/risks11070130

By:

Hägele, Miriam;
Lehtomaa, Jaakko

Publication type:

Article

Derivative pricing model and time-series approaches to hedging: A comparison.

Published in:

Journal of Futures Markets, 2005, v. 25, n. 7, p. 613, doi. 10.1002/fut.20163

By:

Bryant, Henry L.;
Haigh, Michael S.

Publication type:

Article

Optimal Hedging with Futures Contracts: The Case for Fixed-Income Portfolios.

Published in:

Journal of Futures Markets, 1992, v. 12, n. 6, p. 693, doi. 10.1002/fut.3990120608

By:

Briys, Eric;
Pieptea, Dan

Publication type:

Article

Interest Rate Risk, Prepayment Risk, and the Futures Market Hedging Strategies of Financial....

Published in:

Journal of Futures Markets, 1983, v. 3, n. 2, p. 177, doi. 10.1002/fut.3990030206

By:

Batlin, Carl Alan

Publication type:

Article

Pricing and hedging of longevity basis risk through securitisation.

Published in:

Astin Bulletin, 2024, v. 54, n. 1, p. 159, doi. 10.1017/asb.2023.37

By:

Zeddouk, Fadoua;
Devolder, Pierre

Publication type:

Article

VAR-BASED OPTIMAL PARTIAL HEDGING.

Published in:

Astin Bulletin, 2013, v. 43, n. 3, p. 271, doi. 10.1017/asb.2013.19

By:

JIANFA CONG;
KEN SENG TAN;
CHENGGUO WENG

Publication type:

Article

Option hedging using LSTM-RNN: an empirical analysis.

Published in:

Quantitative Finance, 2021, v. 21, n. 10, p. 1753, doi. 10.1080/14697688.2021.1905171

By:

Zhang, Junhuan;
Huang, Wenjun

Publication type:

Article

Equal risk pricing of derivatives with deep hedging.

Published in:

Quantitative Finance, 2021, v. 21, n. 4, p. 593, doi. 10.1080/14697688.2020.1806343

By:

Carbonneau, Alexandre;
Godin, Frédéric

Publication type:

Article

CEO Age, Risk Incentives, and Hedging Strategy.

Published in:

Financial Management (Wiley-Blackwell), 2017, v. 46, n. 3, p. 687, doi. 10.1111/fima.12166

By:

Croci, Ettore;
Giudice, Alfonso;
Jankensgård, Håkan

Publication type:

Article

The hedging benefits of industrial and global diversification: Evidence from economic downturns.

Published in:

Journal of Business Finance & Accounting, 2018, v. 45, n. 9/10, p. 1322, doi. 10.1111/jbfa.12354

By:

Liu, Yixin;
Mauer, David C.;
Zhang, Yilei

Publication type:

Article

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 143, doi. 10.1007/s11009-019-09767-9

By:

Bachouch, Achref;
Huré, Côme;
Langrené, Nicolas;
Pham, Huyên

Publication type:

Article

On the shortfall risk control: A refinement of the quantile hedging method.

Published in:

Statistics & Risk Modeling, 2016, v. 32, n. 2, p. 125, doi. 10.1515/strm-2014-1169

By:

Barski, Michał

Publication type:

Article

Does My Insurance Cover It? Effect of Hedging on the Oil and Gas Producer's Depletion and IDC Preference.

Published in:

Journal of Taxation of Financial Products, 2017, v. 14, n. 3, p. 21

By:

Jones, Jared A.;
Swiech, Robert A.;
Kunkel, Paul J.

Publication type:

Article

CDS Primleri ile Petrol Arasındaki Bağlantılılık ve Portföy Stratejileri: Asimetrik TVP-VAR Yaklaşımdan Kanıtlar.

Published in:

Trends in Business & Economics, 2025, v. 39, n. 2, p. 231, doi. 10.16951/trendbusecon.1576540

By:

TEKİN, Bahri Fatih;
ŞENOL, Zekai

Publication type:

Article

Estimating background risk hedging demands from cross‐sectional data.

Published in:

Journal of Financial Research, 2025, v. 48, n. 2, p. 579, doi. 10.1111/jfir.12432

By:

Brugler, James;
Inkmann, Joachim;
Rizzo, Adrian

Publication type:

Article

Volatility and jump with intraday periodicity and truncated power variation in Chinese yuan-US dollar exchange rates.

Published in:

Asia-Pacific Journal of Accounting & Economics, 2025, v. 32, n. 3, p. 418, doi. 10.1080/16081625.2024.2326408

By:

Yi, Chae-Deug

Publication type:

Article

On the Valuation and Monetization Roles of the Rolling Intrinsic Policy for Merchant Commodity Storage.

Published in:

Production & Operations Management, 2025, v. 34, n. 6, p. 1426, doi. 10.1177/10591478241286075

By:

Secomandi, Nicola

Publication type:

Article

Empirical Analysis of Index Futures Hedge Ratios: Evidence from S&P 500, FTSE 100, Nikkei 225, and TAIEX.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2025, v. 28, n. 1, p. 1, doi. 10.1142/S021909152550002X

By:

Chen, Yu-Fen;
Lee, Cheng-Few;
Lin, Fu-Lai;
Wu, Jing-Tang

Publication type:

Article

Hedging Salmon Price Risk Based on Fuzzy Copula-GMM Model.

Published in:

International Journal of Information Technology & Decision Making, 2025, v. 24, n. 4, p. 1221, doi. 10.1142/S0219622023500682

By:

Yu, Xing;
Liu, Chenya;
Zhang, Weiguo

Publication type:

Article

VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces.

Published in:

Applied Mathematical Finance, 2024, v. 31, n. 4, p. 203, doi. 10.1080/1350486X.2025.2471317

By:

Vuletić, Milena;
Cont, Rama

Publication type:

Article

THE ACCOUNTING REVOLUTION: NOT EVERYONE IS HAPPY WITH THE CHANGES.

Published in:

Treasury Affairs, 2005, v. 1, n. 3, p. 14

By:

Masquelier, François

Publication type:

Article

Exchange rate volatility, international trade and labour demand.

Published in:

International Economics & Economic Policy, 2010, v. 7, n. 4, p. 423, doi. 10.1007/s10368-010-0150-3

By:

Broll, Udo;
Hansen-Averlant, Sabine

Publication type:

Article

INFORMATION DISCLOSURE AND REGULATORY ISSUES: A SURVEY OF SOUTH AFRICAN HEDGE FUNDS.

Published in:

Corporate Ownership & Control, 2007, v. 4, n. 4, p. 74

By:

van Rooyen, J. H.;
Mutingwende, R.

Publication type:

Article

Honoring Michael H. Rothkopf's Legacy of Rigor and Relevance in Auction Theory: From the Editors.

Published in:

Decision Analysis, 2010, v. 7, n. 1, p. 1, doi. 10.1287/deca.1100.0175

By:

Bordley, Robert F.;
Katok, Elena;
Keller, L. Robin

Publication type:

Article

Deep learning in the stock market—a systematic survey of practice, backtesting, and applications.

Published in:

Artificial Intelligence Review, 2023, v. 56, n. 3, p. 2057, doi. 10.1007/s10462-022-10226-0

By:

Olorunnimbe, Kenniy;
Viktor, Herna

Publication type:

Article