Results 21 to 30 of about 324,991 (340)
Using US Stock Sectors to Diversify, Hedge, and Provide Safe Havens for NFT Coins
Risks, 2023 This paper explores risk management strategies for investments in Nonfungible Token (NFT) coins through their diversification within the S&P 500 industry sectors. Given the significant decline in NFT coin values in 2022, understanding these strategies is
Perry Sadorsky, Irene Henriques
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Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis
International Review of Financial Analysis, 2018 Bitcoin has attracted a wealth of attention in the media and by investors alike and this paper investigates whether Bitcoin can act as a hedge or safe haven against world currencies.
Andrew Urquhart, Hanxiong Zhang
semanticscholar +1 more source
Quantitative Finance, 2018 We present a framework for hedging a portfolio of derivatives in the presence of market frictions such as transaction costs, market impact, liquidity constraints or risk limits using modern deep reinforcement machine learning methods. We discuss how standard reinforcement learning methods can be applied to non-linear reward structures, i.e. in our case
Buehler, H. +3 more
openaire +3 more sources
Numerical Solution for Super Large Scale Systems
IEEE Access, 2013 In this paper, a new ordinary differential equation numerical integration method is successfully applied to various mathematical branches such as partial differential equation (PDE) boundary problems, PDE initial-boundary problems, tough nonlinear ...
Tianmin Han, Yuhuan Han
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Revista Contabilidade & Finanças, 2003 O hedge accounting constitui inovação relevante introduzida pelo SFAS 133. Dentro desse critério, operações designadas como hedge deverão ter seus resultados diferidos para o momento no qual os itens sendo protegidos forem reconhecidos.
Alexsandro Broedel Lopes +1 more
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Safe Haven for Asian Equity Markets During Financial Distress: Bitcoin Versus Gold
Acta Informatica Pragensia, 2023 This study aims to analyse the role of bitcoin and gold as safe haven assets for Asian equity markets during periods of high market uncertainty related to the global COVID-19 pandemic, high volatility and extreme stock market conditions.
Pham Thi Ngoc Dung +3 more
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Hedge fund replication using strategy specific factors
Financial Innovation, 2019 Hedge funds have traditionally served wealthy individuals and institutional investors with the promise of delivering protection of capital and uncorrelated positive returns irrespective of market direction, allowing them to better manage portfolio risk ...
Sujit Subhash, David Enke
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Gender Differences in Age-Related Changes in Cardiac Autonomic Nervous Function
Journal of Aging Research, 2012 Ageing is associated with changes in cardiac autonomic control as measured by Heart Rate Variability (HRV). Not many studies have explored the influence of gender on age-related changes in cardiac autonomic regulation.
Shailaja Moodithaya, Sandhya T. Avadhany
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Hedging Strategies of Green Assets against Dirty Energy Assets
Energies, 2020 Previous studies argue that the relationships between clean/green and dirty energy assets are time-varying, but there is a lack of evidence on the hedging ability of clean energy stocks and green bonds for dirty assets, such as crude oil and an energy ...
Tareq Saeed, Elie Bouri, Dang Khoa Tran
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Can Bitcoin be a diversifier, hedge or safe haven tool?
Cogent Economics & Finance, 2019 This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major developed and developing markets, as well as for commodities. This paper employs the GARCH Dynamic Conditional Correlation (DCC) model.
Anders Stensås +3 more
semanticscholar +1 more source