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pro vyhledávání: '"hedge portfolio"'
Akademický článek
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Autor:
Cloutier, Richard1 rcloutier@watrust.com
Publikováno v:
International Journal of Financial Management. 2018, Vol. 8 Issue 3, p15-22. 8p.
Autor:
Singh, J. P.1 Jatinder_pal2000@yahoo.com, Prabakaran, S.1
Publikováno v:
Electronic Journal of Theoretical Physics. Dec2006, Vol. 3 Issue 13, p19-28. 10p.
Publikováno v:
Journal Of Babylon Center For Humanities Studies, Vol 5, Iss 2, Pp 280-298 (2015)
Become the use of financial engineering tools and options contracts more contemporary topic in the field of financial management, there has been handled explosive growth during the last quarter of the twentieth century as a result of economic develop
Externí odkaz:
https://doaj.org/article/e290461352d645de89ea9b6a0ae2656a
Autor:
Olaf Stotz, Maximilian Renz
Publikováno v:
Review of Financial Economics. 39:73-94
We use a stock's returns on days when important macroeconomic news is released to form a hedge portfolio, which is long (short) in stocks which have a sensitive (insensitive) reaction to the surprise component of the macroeconomic news. This macroeco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b941cd4f56be96364855331db8f9bd69
https://doi.org/10.1002/rfe.1106
https://doi.org/10.1002/rfe.1106
Autor:
Farinelli, Simone1 simone.farinelli@ubs.com, Vanini, Paolo2 vanini@isb.uzh.ch
Publikováno v:
ICFAI Journal of Financial Risk Management. Sep2008, Vol. 5 Issue 3, p61-89. 29p. 3 Charts, 4 Graphs.
Publikováno v:
Lecture Notes in Business Information Processing
11th IFIP Working Conference on The Practice of Enterprise Modeling (PoEM)
11th IFIP Working Conference on The Practice of Enterprise Modeling (PoEM), Oct 2018, Vienna, Austria. pp.372-382, ⟨10.1007/978-3-030-02302-7_24⟩
Lecture Notes in Business Information Processing ISBN: 9783030023010
PoEM
11th IFIP Working Conference on The Practice of Enterprise Modeling (PoEM)
11th IFIP Working Conference on The Practice of Enterprise Modeling (PoEM), Oct 2018, Vienna, Austria. pp.372-382, ⟨10.1007/978-3-030-02302-7_24⟩
Lecture Notes in Business Information Processing ISBN: 9783030023010
PoEM
Part 7: Teaching Challenges; International audience; OntoREA© is a specification of the Accounting and Finance domain in the OntoUML language [1]. In a previous article [2] the authors use a forward contract financial derivative instrument to demons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::efe2c107eebab8ba82b9aaf79c9b0c42
https://hal.inria.fr/hal-02156458/document
https://hal.inria.fr/hal-02156458/document
Autor:
Campbell, T. Colin1 (AUTHOR) campbtt@ucmail.uc.edu, Gallmeyer, Michael2 (AUTHOR) mgallmeyer@virginia.edu, Petkevich, Alex3 (AUTHOR) alexey.petkevich@du.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Aug2023, Vol. 58 Issue 5, p2190-2227. 38p.
Autor:
Olaf Stotz
Publikováno v:
Journal of Empirical Finance. 48:123-139
Using the relation between the surprise component in labor statistics and an asset’s return on labor news announcement days, we derive a labor beta. By adding a labor news hedge portfolio which is long in high labor beta assets and short in low lab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82e55ba67bb7a2cc4578999be530cf44
https://doi.org/10.1016/j.jempfin.2018.06.009
https://doi.org/10.1016/j.jempfin.2018.06.009