Zobrazeno 1 - 10
of 5 468
pro vyhledávání: '"Hedge (finance)"'
Autor:
Ishita Sen
Publikováno v:
The Review of Financial Studies. 36:2175-2223
Variable annuities, the largest liability of U.S. life insurers, are investment products containing long-dated minimum return guarantees. I show that guarantees with similar economic risks are treated differently by regulation and these differences i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df3a875ec321570b7ad7e04f30b8bdcd
https://doi.org/10.1093/rfs/hhac083
https://doi.org/10.1093/rfs/hhac083
Autor:
Oskari Mikkilä, Juho Kanniainen
Publikováno v:
Quantitative Finance. 23:111-122
Existing hedging strategies are typically based on specific financial models: either the strategies are directly based on a given option pricing model or stock price and volatility models are used indirectly by generating synthetic data on which an a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d4760b0b6e0c42bbb59e386c937aff0b
https://doi.org/10.1080/14697688.2022.2136037
https://doi.org/10.1080/14697688.2022.2136037
Autor:
Youli Zou
Publikováno v:
Contemporary Accounting Research. 39:2338-2375
This paper examines potential entrants’ strategic product market decisions in response to incumbents’ accounting information and related disclosure. I predict that potential entrants are more likely to enter markets in which the incumbents’ acc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::13e8549934589445c691e642f6d8c7e2
https://doi.org/10.1111/1911-3846.12803
https://doi.org/10.1111/1911-3846.12803
Publikováno v:
The Quarterly Review of Economics and Finance. 85:223-228
We examine the hedge and safe-haven properties of conventional currencies for four cryptocurrencies — Bitcoin, Ethereum, Ripple, and Litecoin. We extend the Baur and McDermott (2010) framework, where the safe-haven role is examined against reverse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3eaf272a3526cf067b9ff9bcd4c1922
https://doi.org/10.1016/j.qref.2021.01.008
https://doi.org/10.1016/j.qref.2021.01.008
Autor:
Hans Malmström
Publikováno v:
Functions of Language. :332-361
This study investigates hedging (standardly assumed to express uncertainty, plausible reasoning and the like) in contemporary sermonic discourse as represented by sermon manuscripts and transcriptions of preacher interviews from three Christian denom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f5f9c1e0d091e5139a895589fa3e2fd4
https://doi.org/10.1075/fol.22.3.02mal
https://doi.org/10.1075/fol.22.3.02mal
Autor:
Ramzi Nekhili, Jahangir Sultan
Publikováno v:
Borsa Istanbul Review. 22:641-652
The recent 50% drop in the price of the flagship cryptocurrency Bitcoin reinforces the persistent anxiety among cryptocurrency investors. Can alternative assets hedge Bitcoin risk? This study investigates the ability of equities, commodities, bonds,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1009adc82f2c2c892b503a63214554bc
https://doi.org/10.1016/j.bir.2021.09.003
https://doi.org/10.1016/j.bir.2021.09.003
Autor:
Anthony Lee Zhang
Publikováno v:
Journal of Financial Economics. 144:396-413
This paper studies manipulation in cash-settled derivative contract markets. When traders hedge factor risk using cash-settled derivatives, which are settled based on the price of a spot good, traders can manipulate settlement prices by trading the s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9588cdbb113c52a3b5bf3e7cb6a6f021
https://doi.org/10.1016/j.jfineco.2022.02.001
https://doi.org/10.1016/j.jfineco.2022.02.001
Autor:
René M. Stulz
Publikováno v:
Journal of Applied Corporate Finance. 34:58-66
This article provides a framework for designing and evaluating corporate risk management and hedging programs. Corporate risk management has the potential to create substantial shareholder wealth by protecting companies from unexpected events that co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a6ac5833505380b6de1c0928ccf089b8
https://doi.org/10.1111/jacf.12488
https://doi.org/10.1111/jacf.12488
Autor:
Hailei Gong, Zhi-Hai Zhang
Publikováno v:
European Journal of Operational Research. 297:496-510
The pricing and reverse logistics network design problem in remanufacturing has attracted considerable attention in recent years due to increasingly serious environmental problems. In this study, we consider a pricing and reverse logistics network de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::055438c64097824df49a26bae4d38be4
https://doi.org/10.1016/j.ejor.2021.04.039
https://doi.org/10.1016/j.ejor.2021.04.039
Autor:
Roberto Renò, Federico M. Bandi
Publikováno v:
Journal of Econometrics. 227:134-150
Do hedge funds hedge? In negative states of the world, often not as much as they should. For several styles, we report larger market betas when market returns are low (i.e., “beta in the tails”). We justify this finding through a combination of n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c090653bf964e14fadb467b9accdddab
https://doi.org/10.1016/j.jeconom.2020.06.006
https://doi.org/10.1016/j.jeconom.2020.06.006