Results 291 to 300 of about 6,058 (304)

Risk Measures for Hedge Funds: a Cross-sectional Approach

European Financial Management, 2007
Bing Liang, Hyuna Park
exaly  

Volatility of aggregate volatility and hedge fund returns

Journal of Financial Economics, 2017
Vikas Agarwal, Narayan Y Naik
exaly  

Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales

Physica A: Statistical Mechanics and Its Applications, 2014
Gang-Jin Wang, Chi Xie, Ling-Yun He
exaly  

Cross - Currency Hedging Using Options

2006
In today's competitive global markets, most firms are vulnerable to increasing fluctuation in foreign exchange, which is leading them to make use of Currency Derivatives to hedge their risks. Among the several derivatives available, Currency Options are the second most popular instrument used to hedge currency risk.
openaire   +1 more source

When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns

Review of Financial Studies, 2014
Andrea Buraschi, Robert Kosowski, Fabio Trojani   +2 more
exaly  

Systematic risk and the cross section of hedge fund returns

Journal of Financial Economics, 2012
Turan G Bali, Stephen J Brown, Mustafa Onur Çaǧlayan   +2 more
exaly  

Effect of porous hedge on cross ventilation of a residential building

Building and Environment, 2006
exaly  

Simple and Multiple Cross-hedging of Millfeeds

1983
Miller, Stephen E., Miller, Stephen E.
openaire   +1 more source

Hedge fund return higher moments over the business cycle

Economic Modelling, 2019
François-Eric Racicot, Raymond Théorêt   +1 more
exaly  

Shared Representation Learning with Self-Attention for Cross-Domain Chinese Hedge Cue Recognition

2018
Huiwei Zhou, Shixian Ning, Zhuang Liu
exaly