Results 281 to 290 of about 324,991 (340)
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International Journal of Islamic and Middle Eastern Finance and Management, 2021
Purpose This study aims to examine the hedge and safe-haven properties of the Sukuk and green bond for the stock markets pre- and during the COVID-19 pandemic period.
M. Naeem +3 more
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Purpose This study aims to examine the hedge and safe-haven properties of the Sukuk and green bond for the stock markets pre- and during the COVID-19 pandemic period.
M. Naeem +3 more
semanticscholar +1 more source
The hedge asset for BRICS stock markets: Bitcoin, gold or VIX
, 2021We compare the weak/strong hedging abilities of three alternative assets, namely bitcoin, gold and US VIX futures, against the downside movements in BRICS stock market indices.
S. Shahzad +3 more
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Hedging, Hedge Accounting, and Earnings Predictability
SSRN Electronic Journal, 2021Studies suggest that, pursuant to the implementation of SFAS 133, even sophisticated users of financial statements find it difficult to comprehend earnings implications of hedging derivatives. Moreover, due to stringent hedge accounting requirements under these standards, many economic hedges do not qualify for hedge accounting and are deemed ...
Tharindra Ranasinghe +2 more
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, 1999 For a Cournot duopoly with a foreign firm exporting to the home firm's market hedging against unfavorable shifts in the stochastic spot exchange rate is analyzed. In a two-stage setting with product market and hedging decisions we show that hedging can be used as a strategic device.
Udo Broll, Peter Welzel, Kit Pong Wong
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The Journal of Portfolio Management, 2001
In addition to attractive returns, many hedge funds claim to provide significant diversification for traditional portfolios. This paper empirically examines the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indices from 1994-2000.
Clifford S. Asness +2 more
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In addition to attractive returns, many hedge funds claim to provide significant diversification for traditional portfolios. This paper empirically examines the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indices from 1994-2000.
Clifford S. Asness +2 more
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Hedge Fund Benchmarks: A Risk-Based Approach
Financial analysts journal, 2004Following a review of the data and methodological difficulties in applying conventional models used for traditional asset class indexes to hedge funds, this article argues against the conventional approach.
William Fung, David Hsieh
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SSRN Electronic Journal, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Corporate Incentives for Hedging and Hedge Accounting
Review of Financial Studies, 1995This article explores the information effect of financial risk management. Financial hedging improves the informativeness of corporate earnings as a signal of management ability and project quality by eliminating extraneous noise. Managerial and shareholder incentives regarding information transmission may differ, however, leading to conflicts ...
DeMarzo, Peter M, Duffie, Darrell
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Does Local Religiosity Affect Organizational Risk-Taking? Evidence from the Hedge Fund Industry
Journal of Corporate Finance, 2016We examine the impact of local religious beliefs on organizational risk-taking behaviors using hedge funds as a new and unique setting. We find robust evidence that local religiosity is significantly negatively related to both total and idiosyncratic ...
Lei Gao, Y. Wang, J. Zhao
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Mathematical Finance, 2006
In the setting of diffusion models for price evolution, we suggest an easily implementable approximate evaluation formula for measuring the errors in option pricing and hedging due to volatility misspecification. The main tool we use in this paper is a (suitably modified) classical inequality for the L2 norm of the solution, and the derivatives of the ...
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In the setting of diffusion models for price evolution, we suggest an easily implementable approximate evaluation formula for measuring the errors in option pricing and hedging due to volatility misspecification. The main tool we use in this paper is a (suitably modified) classical inequality for the L2 norm of the solution, and the derivatives of the ...
openaire +2 more sources