Results 71 to 80 of about 3,428,939 (180)

Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness [PDF]

Basis risk is an important consideration when hedging longevity risk with instruments based on longevity indices, since the longevity experience of the hedged exposure may differ from that of the index. As a result, any decision to execute an index-based
Blake, David, Cairns, Andrew, Coughlan, Guy, Dowd, Kevin, Khalaf-Allah, Marwa, Kumar, Sumit, Ye, Yijing   +6 more
core   +1 more source

Regulating hedge funds. [PDF]

Due to the ever-increasing amounts under management and their unregulated and opaque nature, hedge funds have emerged as a key concern for policymakers.
Daníelsson, J., Zigrand, JP.
core  

A Novel Integrated Fuzzy Analytic Hierarchy Process with a 4-Tuple Hedge Algebra Semantics for Assessing the Level of Digital Transformation of Enterprises

Mathematics
Hedge algebra is a powerful and flexible tool for handling linguistic information, enabling precise quantitative computations and enhancing the effectiveness of multi-criteria decision-making (MCDM).
Nhu Van Kien, Hoang Van Thong, Nguyen Cat Ho, Luu Quoc Dat   +3 more
doaj   +1 more source

SPATIAL ANALYSIS OF FEEDER CATTLE HEDGING RISK [PDF]

Optimal hedge ratios are estimated for various weights of feeder cattle in four cash markets based on CME data from 1992 to 1999. Three-month uniform hedges are simulated for every weight, contract, and cash market combination.
Anderson, John D., Coffey, Brian K., Parcell, Joseph L.   +2 more
core   +1 more source

An empirical analysis of the hedging effectiveness of currency futures [PDF]

Existing research on the hedging effectiveness of currency futures assumes that futures positions are continuously adjusted. This is an unrealistic assumption in practice.
Jong, A. de, Roon, F.A. de, Veld, C.H.
core   +1 more source

Adaptive Algorithm for Selecting the Optimal Trading Strategy Based on Reinforcement Learning for Managing a Hedge Fund

IEEE Access
In hedge fund management, the ability to dynamically select optimal trading strategies is paramount for maximizing returns and mitigating risk. This paper presents a pioneering approach that integrates Reinforcement Learning (RL), specifically the ...
B. Belyakov, D. Sizykh
doaj   +1 more source

Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset? [PDF]

PLoS One, 2023
Yun SJ, Choi SY, Kim YS.
europepmc   +1 more source

Currency Hedging Strategies Using Dynamic Multivariate GARCH [PDF]

This paper examines the effect on the effectiveness of using futures contracts as hedging instruments of: 1) the model of volatility used to estimate conditional variances and covariances, 2) the analyzed currency, and 3) the maturity of the futures ...
Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Lydia González-Serrano   +2 more
core  

Utility indifference pricing with market incompleteness [PDF]

, 2008
Utility indifference pricing and hedging theory is presented, showing how it leads to linear or to non-linear pricing rules for contingent claims. Convex duality is first used to derive probabilistic representations for exponential utility-based prices ...
Monoyios, Michael
core   +1 more source