Works matching Hedging

Results: 5000

Reduction of the Mean Hedging Transaction Costs / Redukcija povprečnih transakcijskih stroškov hedging tehnike.

Published in:

Our Economy / Nase Gospodarstvo, 2015, v. 61, n. 5, p. 23, doi. 10.1515/ngoe-2015-0019

By:

Mastinšek, Miklavž

Publication type:

Article

Blue-Water Navy Program as a part of South Korea's Hedging Strategy.

Published in:

Security Strategies Journal / Güvenlik Stratejileri Dergisi, 2017, v. 13, n. 25, p. 65, doi. 10.17752/guvenlikstrtj.309401

By:

AKÇADAĞ ALAGÖZ, Emine

Publication type:

Article

Malaysia's Hedging Strategy Towards China Under Mahathir Mohamad (2018–2020): Direct Engagement, Limited Balancing, and Limited Bandwagoning.

Published in:

Journal of Current Chinese Affairs, 2020, v. 49, n. 1, p. 106, doi. 10.1177/1868102620964219

By:

Gerstl, Alfred

Publication type:

Article

ZASTOSOWANIE DELTY WOLNEJ OD MODELU" W HEDGINGU OPCYJNYM.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 254, p. 356

By:

Węgrzyn, Ryszard

Publication type:

Article

VADELİ PİYASALARDA RİSKTEN KORUNMA: VOB-İMKB 30 ENDEKS SÖZLEŞMELERİ KULLANIMINA DAYALI KORUNMA ORANI VE KORUNMA ETKİNLİĞİ.

Published in:

Suleyman Demirel University Journal of Faculty of Economics & Administrative Sciences, 2009, v. 14, n. 3, p. 39

By:

Kalayci, Şeref;
Zeynel, Esra

Publication type:

Article

ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES.

Published in:

International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 6, p. -1, doi. 10.1142/S0219024913500386

By:

TSUZUKI, YUKIHIRO

Publication type:

Article

Hedging Strategies in Commodity Markets – Rolling Intrinsic and Delta Hedging for Virtual Power Plants.

Published in:

Applied Mathematical Finance, 2020, v. 27, n. 6, p. 550, doi. 10.1080/1350486X.2021.1898998

By:

Biegler-König, Richard

Publication type:

Article

HEDGING AS A BUSINESS RISK PROTECTION INSTRUMENT.

Published in:

Ekonomski Vjesnik, 2015, v. 28, n. 2, p. 551

By:

Šperanda, Ivo;
Tršinski, Zoran

Publication type:

Article

Transactional hedging versus value-based hedging: how small frontline states balance between European integration and Russian influence.

Published in:

European Security, 2024, v. 33, n. 4, p. 594, doi. 10.1080/09662839.2024.2388638

By:

Kakachia, Kornely;
Lebanidze, Bidzina;
Kakabadze, Shota

Publication type:

Article

Hedging and hedging effectiveness under required disclosures: a study of the impact of derivatives use on capital investment.

Published in:

Journal of Economics & Finance, 2018, v. 42, n. 3, p. 471, doi. 10.1007/s12197-017-9399-5

By:

Nguyen, Hong V.

Publication type:

Article

Time-Discrete Hedging of Down-and-Out Puts with Overnight Trading Gaps.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 1, p. 29, doi. 10.3390/jrfm15010029

By:

Baule, Rainer;
Rosenthal, Philip

Publication type:

Article

Hedging With Linear Regressions and Neural Networks.

Published in:

Journal of Business & Economic Statistics, 2022, v. 40, n. 4, p. 1442, doi. 10.1080/07350015.2021.1931241

By:

Ruf, Johannes;
Wang, Weiguan

Publication type:

Article

Hedging and Optimal Hedge Ratios for International Index Futures Markets.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2009, v. 12, n. 4, p. 593, doi. 10.1142/S0219091509001769

By:

Cheng-Few Lee;
Kehluh Wang;
Yan Long Chen

Publication type:

Article

SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION.

Published in:

International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 6, p. 1, doi. 10.1142/S0219024922500273

By:

DEELSTRA, GRISELDA;
GRZELAK, LECH A.;
WOLF, FELIX L.

Publication type:

Article

TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS.

Published in:

International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 6, p. 803, doi. 10.1142/S0219024911006760

By:

BRODÉN, MATS;
TANKOV, PETER

Publication type:

Article

STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS:: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS.

Published in:

International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 2, p. 239, doi. 10.1142/S0219024911006383

By:

OHSAKI, SHUICHI;
YAMAZAKI, AKIRA

Publication type:

Article

Separation results for multi-product inventory hedging problems.

Published in:

Annals of Operations Research, 2016, v. 237, n. 1/2, p. 143, doi. 10.1007/s10479-013-1473-6

By:

Sun, Yuemeng;
Wissel, Johannes;
Jackson, Peter

Publication type:

Article

Financial Hedging of Operational Risk Constraints: A General Framework.

Published in:

Production & Operations Management, 2024, v. 33, n. 9, p. 1912, doi. 10.1177/10591478241265647

By:

Valdés, León;
Caldentey, René

Publication type:

Article

Operational hedging or financial hedging? Strategic risk management in commodity procurement.

Published in:

Production & Operations Management, 2022, v. 31, n. 8, p. 3233, doi. 10.1111/poms.13748

By:

Xing, Wei;
Ma, Shanshan;
Zhao, Xuan;
Liu, Liming

Publication type:

Article

Supporting Operations with Financial Hedging: Cash Hedging Vs. Cost Hedging in an Automotive Industry.

Published in:

Production & Operations Management, 2021, v. 30, n. 3, p. 738, doi. 10.1111/poms.13314

By:

Kouvelis, Panos;
Turcic, Danko

Publication type:

Article

Risk Mitigation of Production Hedging.

Published in:

Production & Operations Management, 2017, v. 26, n. 7, p. 1299, doi. 10.1111/poms.12688

By:

Park, John H.;
Kazaz, Burak;
Webster, Scott

Publication type:

Article

Capacity Planning with Financial and Operational Hedging in Low-Cost Countries.

Published in:

Production & Operations Management, 2014, v. 23, n. 9, p. 1495, doi. 10.1111/poms.12172

By:

Chen, Lijian;
Li, Shanling;
Wang, Letian

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

Dynamic hedging of basket options under proportional transaction costs using receding horizon control.

Published in:

International Journal of Control, 2009, v. 82, n. 10, p. 1841, doi. 10.1080/00207170902783341

By:

Primbs, James A.

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

MULTI MEAN GARCH APPROACH TO EVALUATING HEDGING PERFORMANCE IN THE CRUDE PALM OIL FUTURES MARKET.

Published in:

Asian Academy of Management Journal of Accounting & Finance, 2011, v. 7, n. 1, p. 111

By:

Zainudin, Rozaimah;
Shaharudin, Roselee Shah

Publication type:

Article

تاثیر تورم و رشد نقدینگی بر نسبت مصون سازی در مقابل تلاطمات رژیم های مختلف قیمت نفت بوسیله مشارکت در بازار طلا:رهیافت RS-DCC.

Published in:

Stable Economy Journal, 2023, v. 4, n. 4, p. 129, doi. 10.22111/SEDJ.2024.46405.1378

By:

تیمور محمدی;
سارا اکبری;
حمیدرضا ارباب;
رضا طالبلو

Publication type:

Article

Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector.

Published in:

Risks, 2021, v. 9, n. 12, p. 213, doi. 10.3390/risks9120213

By:

Penone, Carlotta;
Giampietri, Elisa;
Trestini, Samuele

Publication type:

Article

ABD – ÇİN REKABETİNDE TAYLAND’IN RİSKİ DENGELEME (HEDGİNG) STRATEJİSİ.

Published in:

Pamukkale University Journal of Social Sciences Institute / Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2022, n. 52, p. 313, doi. 10.30794/pausbed.1079090

By:

KEYVAN, Özlem Zerrin

Publication type:

Article

Local Expected Shortfall-Hedging in Discrete Time.

Published in:

European Finance Review, 2003, v. 7, n. 1, p. 75, doi. 10.1023/A:1022506825795

By:

Schulmerich, Marco;
Trautmann, Siegfried

Publication type:

Article

Hedging derivatives with model error.

Published in:

Quantitative Finance, 2012, v. 12, n. 6, p. 855, doi. 10.1080/14697688.2011.564201

By:

Jarrow, RobertA.

Publication type:

Article

Enhancing hedging performance with the spanning polynomial projection.

Published in:

Quantitative Finance, 2008, v. 8, n. 6, p. 605, doi. 10.1080/14697680701570101

By:

Chen, An-Sing;
Liu, Yan-Zhen

Publication type:

Article

THE OPTIMAL HEDGING RATIO FOR AGRICULTURAL MARKET.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2013, v. 47, n. 3, p. 37

By:

ARMEANU, Dan;
ISTUDOR, Nicolae;
DINICA, Mihai Cristian

Publication type:

Article

Calibration and hedging under jump diffusion.

Published in:

Review of Derivatives Research, 2006, v. 9, n. 1, p. 1, doi. 10.1007/s11147-006-9003-1

By:

He, C.;
Kennedy, J.;
Coleman, T.;
Forsyth, P.;
Li, Y.;
Vetzal, K.

Publication type:

Article

MITIGATING FINANCIAL RISK BY USING HEDGING STRATEGIES.

Published in:

SEA: Practical Application of Science, 2018, v. 6, n. 1, p. 75

By:

BUTNARIU, Anca;
LUCA, Florin-Alexandru;
APETREI, Andreea

Publication type:

Article

Delta hedging bitcoin options with a smile.

Published in:

Quantitative Finance, 2023, v. 23, n. 5, p. 799, doi. 10.1080/14697688.2023.2181205

By:

Alexander, Carol;
Imeraj, Arben

Publication type:

Article

Optimal static quadratic hedging.

Published in:

Quantitative Finance, 2016, v. 16, n. 9, p. 1341, doi. 10.1080/14697688.2016.1161229

By:

Leung, Tim;
Lorig, Matthew

Publication type:

Article

On the performance of delta hedging strategies in exponential Lévy models.

Published in:

Quantitative Finance, 2013, v. 13, n. 8, p. 1173, doi. 10.1080/14697688.2013.779742

By:

DENKL, STEPHAN;
GOY, MARTINA;
KALLSEN, JAN;
MUHLE-KARBE, JOHANNES;
PAUWELS, ARND

Publication type:

Article

Does Operational and Financial Hedging Reduce Exposure? Evidence from the U.S. Airline Industry.

Published in:

Financial Review, 2014, v. 49, n. 1, p. 149, doi. 10.1111/fire.12029

By:

Treanor, Stephen D.;
Simkins, Betty J.;
Rogers, Daniel A.;
Carter, David A.

Publication type:

Article

Cross Hedging Stock Sector Risk with Index Futures by Considering the Global Equity Systematic Risk.

Published in:

International Journal of Financial Studies, 2018, v. 6, n. 2, p. 44, doi. 10.3390/ijfs6020044

By:

Hsu, Wen-Chung;
Lee, Hsiang-Tai

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

Robust pricing and hedging under trading restrictions and the emergence of local martingale models.

Published in:

Finance & Stochastics, 2016, v. 20, n. 3, p. 669, doi. 10.1007/s00780-016-0293-3

By:

Cox, Alexander;
Hou, Zhaoxu;
Obłój, Jan

Publication type:

Article

Mean-variance hedging with oil futures.

Published in:

Finance & Stochastics, 2013, v. 17, n. 4, p. 641, doi. 10.1007/s00780-013-0203-x

By:

Wang, Liao;
Wissel, Johannes

Publication type:

Article

HEDGING OPPORTUNITIES IN TRANSITION ECONOMIES ENERGY VISION CASE.

Published in:

Zbornik Radova, 2008, n. 28, p. 254

By:

Inela, Kudumović;
Emir, Varnica

Publication type:

Article

Evidence on Hedging Effectiveness in Indian Derivatives Market.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 121, doi. 10.1007/s10690-014-9179-6

By:

Kumar, Barik;
Supriya, M.

Publication type:

Article

The Mean-Variance Hedging of a Defaultable Option with Partial Information.

Published in:

Stochastic Analysis & Applications, 2007, v. 25, n. 4, p. 869, doi. 10.1080/07362990701420134

By:

Kohlmann, Michael;
Dewen Xiong

Publication type:

Article

Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model.

Published in:

Stochastic Analysis & Applications, 2005, v. 23, n. 6, p. 1213, doi. 10.1080/07362990500292692

By:

Kirch, Michael;
Melnikov, Alexander

Publication type:

Article

MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION.

Published in:

Mathematical Finance, 2008, v. 18, n. 3, p. 473, doi. 10.1111/j.1467-9965.2008.00342.x

By:

Černý, Aleš;
Kallsen, Jan

Publication type:

Article

OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS.

Published in:

Mathematical Finance, 2007, v. 17, n. 2, p. 175, doi. 10.1111/j.1467-9965.2007.00299.x

By:

Černý, Aleš

Publication type:

Article

HEDGING WITH ENERGY.

Published in:

Mathematical Finance, 2006, v. 16, n. 3, p. 495, doi. 10.1111/j.1467-9965.2006.00280.x

By:

Corielli, Francesco

Publication type:

Article