Results 101 to 110 of about 6,058 (304)

Risk Procyclicality and Dynamic Hedge Fund Strategies [PDF]

It is well-known that traditional financial institutions like banks follow procyclical risk strategies (Rajan 2005, 2009, Shin 2009, Jacques 2010) in the sense that they increase their leverage in economic expansions and reduce it in recessions, which ...
Francois-Éric Racicot, Raymond Théoret
core  

Convertible arbitrage: risk, return and performance [PDF]

, 2006
This study explores the risk and return characteristics of convertible arbitrage, a dynamic trading strategy employed by hedge funds. To circumvent biases in reported hedge fund data, a simulated convertible bond arbitrage portfolio is constructed.
Hutchinson, Mark C.
core  

Analysis of feeder cattle cross hedge and live cattle hedge at B&M&F Futures Market [PDF]

The aim of the study is to analyze the feeder cattle cross hedge at BM&F Futures Market verifying the real need of the existence of futures contract for this commodity.
Filho, Joaquim Bento de Souza Ferreira, da Silveira, Rodrigo Lanna Franco   +1 more
core   +1 more source

Multimodal Actuation and Environment Adaptive Strategies of Bio‐Inspired Micro/Nanorobots in Precision Medicine

Advanced Robotics Research, EarlyView.
An introduction for multidrive and environment‐adaptive micro/nanorobotics: design and fabrication strategies, intelligent actuation, and their applications. Various intelligent actuation approaches—magnetic, acoustic, optical, chemical, and biological—can be synergistically designed to enhance flexibility and adaptive behavior for precision medicine ...
Aiqing Ma, Han Gong, Jiacheng Ouyang, Liqi Chen, Tianfang Kang, Yiran He, Guojun Huang, Sidi Zheng, Ting Yin, Hong Pan, Lintao Cai   +10 more
wiley   +1 more source

Bayesian inference for hedge funds with stable distribution of returns [PDF]

Recently, a body of academic literature has focused on the area of stable distributions and their application potential for improving our understanding of the risk of hedge funds.
Rachev, Svetlozar T., Güner, Biliana, Edelman, Daniel, Fabozzi, Frank J.   +3 more
core  

Origami‐Inspired Structural Design for Aquatic‐Terrestrial Amphibious Robots

Advanced Robotics Research, EarlyView.
This work presents a lightweight amphibious origami robot actuated by a single shape memory alloy wire. A rigid foldable origami structure with displacement amplification enables efficient terrestrial crawling and aquatic swimming. The addition of fan‐shaped units allows controllable turning in both environments.
Weiqi Liu, Chunlong Wang, Xiaohang Sun, Hongwei Guo, Jiayao Ma, Yan Chen   +5 more
wiley   +1 more source

Mexican White Corn Spot Price Hedging with US Agricultural Futures Portfolios Using the Surplus Efficient Frontier

Agriculture
This paper addresses the lack of hedging effectiveness that yellow corn 1-month futures of the Chicago Mercantile Exchange (CME) offer for cross-hedging the price of Mexican white corn.
Oscar V. De la Torre-Torres, Rodolfo A. López-Torres, María de la Cruz del Río-Rama, José Álvarez-García   +3 more
doaj   +1 more source

Cross-hedging wild salmon prices

Journal of Commodity Markets, 2023
Rune Nygaard, Kristin H. Roll
openaire   +1 more source

Strategic asset selection taxonomy : fund of hedge funds

, 2010
Includes bibliographical references (leaves 68-70).This thesis develops a logical methodology to be used to assess the hedge fund managers' return time series in comparison with their peers.
Mokoma, Kaibe
core  

LLM‐Integrated Human–Robot Interaction System for Microrobots

Advanced Robotics Research, EarlyView.
This paper proposes an LLM‐based control framework for guiding microrobots using human natural language. This framework can convert the natural human speech into safe and executable command sets for reliable navigation in complex environments. The experimental results show high accuracy and robustness in task performance, demonstrating the potential of
Bairong Zhu, Amar Salehi, Tingting Yu
wiley   +1 more source