Results 21 to 30 of about 1,873 (216)
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach
Economies, 2021 This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could produce better ...
Robiyanto Robiyanto +4 more
doaj +1 more source
AUTOMATED SENTIMENT ANALYSYS EVALUATION OF SOCIAL NETWORK USERS BASED ON FUZZY LOGIC
Статистика и экономика, 2016 In the article the method of automated sentiment analysisevaluation of social network users is represented. The advantage of suggested method consists in ability taking into accountuser’s authority as well as the fact of several messages from one user ...
Elena E. Luneva +2 more
doaj +1 more source
Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?
Risks, 2021 We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets have been chosen as representatives of the developed markets and the emerging markets, respectively, and are of significant interest to ...
Hemant Manuj
doaj +1 more source
Adaptive Hedging Horizon and Hedging Performance Estimation
, 2023 In this study, we constitute an adaptive hedging method based on empirical mode decomposition (EMD) method to extract the adaptive hedging horizon and build a time series cross-validation method for robust hedging performance estimation. Basing on the variance reduction criterion and the value-at-risk (VaR) criterion, we find that the estimation of in ...
Haoyu, Wang, Di, Junpeng, Han, Qing
openaire +2 more sources
Acta Agrobotanica, 2012 In the years 2000-2011, observations were made of shrubs of the cultivars derived from the Rugosa (R. rugosa Thunb.) gathered in the Collection of Rose Cultivars of the Polish Academy of Sciences (PAS) Botanical Garden - Center for Biological Diversity ...
Marta J. Monder
doaj +1 more source
Estimation of Constant and Time-varying Optimal Hedge Ratio and Hedging Effectiveness in the Natural gas Futures Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2013 One of the most important roles of a futures market is to provide the means of risk reduction. Optimal hedge strategy is determined via calculation of the hedge ratio. Estimation of hedge ratio and hedging effectiveness depend on correct specification of
Mohammad Alimoradi
doaj