Results 11 to 20 of about 10,171,924 (292)
Cross Hedging Under Multiplicative Basis Risk [PDF]
SSRN Electronic Journal, 2011 Cross hedging price risk in an incomplete financial market creates basis risk. We propose a new way of modeling basis risk where price risk and basis risk are combined in a multiplicative way. Under this specification, positive prudence is a necessary and sufficient condition for underhedging in an unbiased market.
Adam-Müller, Axel, Nolte, Ingmar
core +7 more sources
Risk management for whales [PDF]
, 2016 We propose framework for modeling portfolio risk which integrates market risk with liquidation costs which may arise in stress scenarios. Our model provides a systematic method for computing liquidation-adjusted risk measures for a portfolio. Calculation
Cont, R, Wagalath, L
core +5 more sources
The Neural Basis of Financial Risk Taking [PDF]
Neuron, 2005 Investors systematically deviate from rationality when making financial decisions, yet the mechanisms responsible for these deviations have not been identified. Using event-related fMRI, we examined whether anticipatory neural activity would predict optimal and suboptimal choices in a financial decision-making task.
Camelia Kuhnen, Brian Knutson
openaire +3 more sources
On Fund Mapping Regressions Applied to Segregated Funds Hedging Under Regime-Switching Dynamics
Risks, 2018 Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from the imperfect ...
Denis-Alexandre Trottier +2 more
doaj +1 more source
Biomolecules, 2020 Mimetic peptides are potential therapeutic agents for atherosclerosis. d-[113–122]apolipoprotein (apo) J (d-[113–122]apoJ) is a 10-residue peptide that is predicted to form a class G* amphipathic helix 6 from apoJ; it shows anti-inflammatory and anti ...
Andrea Rivas-Urbina +12 more
doaj +1 more source
Index insurance and basis risk: A reconsideration
Journal of Development Economics, 2020 Index insurance has been seen as an important tool for managing the risks faced by farmers in developing countries but uptake has been disappointingly low. Basis risk is often cited as one of the main reasons for the lack of uptake. We investigate the role of basis risk in greater depth by considering contracts that allow farmers to choose the level of
Lichtenberg, Erik +1 more
openaire +2 more sources
Strengthening the Scientific Basis of Ecosystem Collapse Risk Assessments
Land, 2021 Progress is being made in assessing the conservation status of ecosystems, notably through initiatives such as the IUCN Red List of Ecosystems (RLE) and the NatureServe Conservation Status Assessment (NCS).
Adrian C. Newton
doaj +1 more source
Hedging Crop Yields Against Weather Uncertainties—A Weather Derivative Perspective
Mathematical and Computational Applications, 2019 The effects of weather on agriculture in recent years have become a major global concern. Hence, an effective weather risk management tool (i.e., weather derivatives) that can hedge crop yields against weather uncertainties is needed.
Samuel Asante Gyamerah +2 more
doaj +1 more source
Trust and Risk Relationship Analysis on a Workflow Basis: A Use Case [PDF]
, 2014 Trust and risk are often seen in proportion to each other; as such, high trust may induce low risk and vice versa. However, recent research argues that trust and risk relationship is implicit rather than proportional.
Fletcher, M +10 more
core +3 more sources
Application of weather derivatives in the textile industry [PDF]
Tekstilna industrijaThe paper analyzes the possibilities and limitations of applying weather derivatives in the textile industry. Due to its strong seasonality and dependence on weather conditions, the clothing production and retail sector is particularly exposed to ...
Jakšić Mirjana
doaj +1 more source