Works matching DE "HEDGING (Finance)"
Results: 3659
THE ACCOUNTING REVOLUTION: NOT EVERYONE IS HAPPY WITH THE CHANGES.
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- Treasury Affairs, 2005, v. 1, n. 3, p. 14
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INVESTIGATING THE SIMULTANEITY OF CORPORATE HEDGING AND DEBT POLICIES: Empirical Evidence from Indonesia.
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- Gadjah Mada International Journal of Business, 2005, v. 7, n. 2, p. 179, doi. 10.22146/gamaijb.5578
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TIME-VARYING BETA AND VOLATILITY IN THE KUALA LUMPER STOCK EXCHANGE.
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- Gadjah Mada International Journal of Business, 2004, v. 6, n. 1, p. 117, doi. 10.22146/gamaijb.5537
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Comparative analysis of futures contract cross-hedging effectiveness for soybean: models and insights.
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- Agrekon, 2024, v. 63, n. 4, p. 319, doi. 10.1080/03031853.2024.2401787
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Identifying possible misspecification in South African soybean oil futures contracts.
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- Agrekon, 2022, v. 61, n. 1, p. 80, doi. 10.1080/03031853.2021.2006070
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A historical examination of optimal real return portfolios for non-US investors
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- Review of Financial Economics, 2010, v. 19, n. 4, p. 161, doi. 10.1016/j.rfe.2010.06.002
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Delivery options and convexity in Treasury bond and note futures
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- Review of Financial Economics, 2010, v. 19, n. 1, p. 1, doi. 10.1016/j.rfe.2009.06.003
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Global portfolios should be optimized in excess, not total returns.
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- Review of Financial Economics, 2002, v. 11, n. 3, p. 213, doi. 10.1016/S1058-3300(02)00047-2
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An empirical analysis of the impact of stock index futures trading on securities dealers' inventory risk in the NASDAQ market.
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- Review of Financial Economics, 2002, v. 11, n. 1, p. 1, doi. 10.1016/S1058-3300(01)00036-2
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CONSUMPTION AND PORTFOLIO DECISIONS WHEN EXPECTED RETURNS ARE TIME VARYING.
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- Quarterly Journal of Economics, 1999, v. 114, n. 2, p. 433, doi. 10.1162/003355399556043
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SPECULATION AND EQUILIBRIUM: INFORMATION, RISK, AND MARKETS.
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- Quarterly Journal of Economics, 1975, v. 89, n. 4, p. 519, doi. 10.2307/1884690
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A Binary Option Pricing Based on Fuzziness.
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- International Journal of Information Technology & Decision Making, 2014, v. 13, n. 6, p. 1211, doi. 10.1142/S0219622014500345
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Optimal Consumption Taxes and Social Security Under Tax Measurement Problems and Uncertainty.
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- International Tax & Public Finance, 2002, v. 9, n. 6, p. 673, doi. 10.1023/A:1020959013337
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Verlustausgleichs- und -abzugsbeschränkung bei Zins-Währungsswaps; Feststellung des verbleibenden Verlustvortrags bei Termingeschäften.
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- FinanzRundschau, 2023, v. 105, n. 11, p. 520, doi. 10.9785/fr-2023-1051108
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Anwendung des § 8b Abs. 2 KStG auf Erträge aus Währungssicherungsgeschäften; Urteil des BFH v. 10.4.2019 – I R 20/16, FR 2020, 1061.
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- FinanzRundschau, 2020, v. 102, n. 22, p. 1066, doi. 10.9785/fr-2020-1022212
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Körperschaften Ertrag aus Währungskurssicherungsgeschäft erhöht steuerfreien Veräußerungsgewinn aus Anteilsverkauf.
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- FinanzRundschau, 2020, v. 102, n. 22, p. 1061, doi. 10.9785/fr-2020-1022210
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Failure of Lehman Brothers.
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- Journal of Finance & Investment Analysis, 2021, v. 10, n. 4, p. 1, doi. 10.47260/jfia/1041
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On Zero Duality Gap and the Farkas Lemma for Conic Programming.
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- Mathematics of Operations Research, 2008, v. 33, n. 4, p. 991, doi. 10.1287/moor.1080.0339
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Optimal Control and Hedging of Operations in the Presence of Financial Markets.
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- Mathematics of Operations Research, 2006, v. 31, n. 2, p. 285, doi. 10.1287/moor.1050.0179
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Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market.
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- Mathematics of Operations Research, 2004, v. 29, n. 1, p. 132, doi. 10.1287/moor.1030.0065
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ON QUADRATIC COST CRITERIA FOR OPTION HEDGING.
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- Mathematics of Operations Research, 1994, v. 19, n. 1, p. 121, doi. 10.1287/moor.19.1.121
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FINANCIAL FUTURES HEDGING VIA GOAL PROGRAMMING.
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- Management Science, 1986, v. 32, n. 8, p. 933, doi. 10.1287/mnsc.32.8.933
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OPTIONS ON COMMODITY FORWARD CONTRACTS.
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- Management Science, 1985, v. 31, n. 10, p. 1232, doi. 10.1287/mnsc.31.10.1232
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SEQUENTIAL HEDGING.
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- Management Science, 1985, v. 31, n. 6, p. 657, doi. 10.1287/mnsc.31.6.657
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ON THE DECENTRALIZED CAPITAL BUDGETING PROBLEM UNDER UNCERTAINTY.
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- Management Science, 1979, v. 25, n. 9, p. 873, doi. 10.1287/mnsc.25.9.873
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WHEN TO HEDGE AGAINST DEVALUATION.
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- Management Science, 1974, v. 20, n. 12, p. 1514, doi. 10.1287/mnsc.20.12.1514
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Wykorzystanie instrumentów finansowych do zarządzania ryzykiem walutowym w sprawozdawczości finansowej spółek sektora paliwowo-gazowego i energetycznego.
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- Studies & Work of the Collegium of Management & Finance / Studia i Prace Kolegium Zarzadzania i Finansów, 2023, n. 190, p. 37, doi. 10.33119/sip.2023.190.2
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On the pricing and hedging of precipitation derivatives.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024021
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CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 343, doi. 10.3934/puqr.2021017
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Statecraft in the Steppes: Central Asia's Relations with China.
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- Journal of Contemporary China, 2024, v. 33, n. 148, p. 618, doi. 10.1080/10670564.2022.2136937
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Comparison of Black-Scholes and GARCH Option Models on The Jakarta Islamic Index with Collar Strategy.
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- Journal of Finance & Banking Review (JFBR), 2023, v. 7, n. 4, p. 16, doi. 10.35609/jfbr.2023.7.4(2)
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A multicompetence perspective of hedging in second language academic writing.
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- Onomázein, 2019, n. 45, p. 58, doi. 10.7764/onomazein.45.02
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Knowledge Management for Risk Hedging by Construction Material Suppliers.
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- Journal of Management in Engineering, 2012, v. 28, n. 3, p. 273, doi. 10.1061/(ASCE)ME.1943-5479.0000111
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Treating Uncertainty as Risk: The Credit Default Swap and the Paradox of Derivatives.
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- Journal of Economic Issues, 2012, v. 46, n. 2, p. 303, doi. 10.2753/JEI0021-3624460205
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Duality in static hedging of barrier options.
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- Optimization, 2009, v. 58, n. 3, p. 319, doi. 10.1080/02331930902741762
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A robust nonstandard finite difference scheme for pricing real estate index options.
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- Journal of Difference Equations & Applications, 2020, v. 26, n. 11/12, p. 1471, doi. 10.1080/10236198.2020.1852226
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An enterprise portfolio approach for defence capability planning.
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- Defense & Security Analysis, 2014, v. 30, n. 1, p. 76, doi. 10.1080/14751798.2013.864866
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The Mean-Variance Hedging in a Bond Market with Jumps.
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- Stochastic Analysis & Applications, 2010, v. 28, n. 5, p. 793, doi. 10.1080/07362994.2010.503463
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Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach.
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- Stochastic Analysis & Applications, 2010, v. 28, n. 1, p. 54, doi. 10.1080/07362990903417979
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Mean-Variance Hedging in Large Financial Markets.
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- Stochastic Analysis & Applications, 2009, v. 27, n. 6, p. 1129, doi. 10.1080/07362990903259223
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Optimal Cross Hedging of Insurance Derivatives.
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- Stochastic Analysis & Applications, 2008, v. 26, n. 4, p. 679, doi. 10.1080/07362990802128230
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The Mean-Variance Hedging of a Defaultable Option with Partial Information.
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- Stochastic Analysis & Applications, 2007, v. 25, n. 4, p. 869, doi. 10.1080/07362990701420134
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Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging.
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- Stochastic Analysis & Applications, 2007, v. 25, n. 4, p. 801, doi. 10.1080/07362990701420092
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Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model.
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- Stochastic Analysis & Applications, 2005, v. 23, n. 6, p. 1213, doi. 10.1080/07362990500292692
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Cooperative Hedging in Incomplete Markets.
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- Stochastic Analysis & Applications, 2005, v. 23, n. 3, p. 475, doi. 10.1081/SAP-200056649
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Hedging options in market models modulated by the fractional Brownian motion.
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- Stochastic Analysis & Applications, 2001, v. 19, n. 5, p. 753, doi. 10.1081/SAP-120000220
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Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model.
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- Stochastic Models, 2015, v. 31, n. 1, p. 67, doi. 10.1080/15326349.2014.967531
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A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES.
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- Stochastic Models, 2001, v. 17, n. 3, p. 313, doi. 10.1081/STM-100002276
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HEDGE ACCOUNTING: INTERNATIONAL FINANCIAL REPORTING STANDARDS E NORMAS DO BANCO CENTRAL DO BRASIL.
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- RACE- Revista de Administração, Contabilidade e Economia, 2021, v. 20, n. 1, p. 9, doi. 10.18593/race.23735
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Towards a Reinvigoration of the Risk Management Framework for the Scope of Upgrading Prudential Surveillance.
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- International Journal of Finance & Banking Studies, 2024, v. 13, n. 3, p. 22, doi. 10.20525/ijfbs.v13i3.3468
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