Results 211 to 220 of about 3,974 (265)

Evaluation of Rodent Hair Tubes for Activity Indices. [PDF]

Animals (Basel)
Dürger J, Kazasidis O, Brotier H, Jacob J.   +3 more
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Perfect option hedging and the hedge ratio

Economics Letters, 1989
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Estimating Hedge Ratios

Financial Management, 1986
A company's financial performance often depends on the uncertain price of a commodity or financial instrument. For example, a lumber distributor might enter into a fixed-price contract for a particular variety of lumber; or a cable manufacturer might have a short position in copper; or a firm might have debt whose interest rate is linked to the prime ...
David E. Bell, William S. Krasker
openaire   +1 more source

HEDGING OBJECTIVES, HEDGING MARKETS, AND THE RELEVANT RANGE OF HEDGE RATIOS

1989
The relationship between a hedger's objectives, choice of hedging market, and optimal hedge ratio is assessed. Propositions tested show hedgers may act as though they are pursuing the traditional objective of risk minimization even though the objective of all hedgers is utility maximization; a firm's optimal strategy can involve futures, options, or ...
Blank, Steven C., Blank, Steven C.
openaire   +1 more source

Hedging with zero-value at risk hedge ratio

Applied Financial Economics, 2006
In this paper we derive a new mean-risk hedge ratio based on the concept of Value at Risk (VaR). The proposed zero-VaR hedge ratio has an analytical solution and it converges to the MV hedge ratio under a pure martingale process or normality. A bivariate constant correlation GARCH(1,1) model with an error correction term is employed to estimate ...
Jui-Cheng Hung, Chien-Liang Chiu, Ming-Chih Lee   +2 more
openaire   +1 more source

Realized hedge ratio: Predictability and hedging performance

International Review of Financial Analysis, 2016
Abstract This study explores the dynamic properties and predictability of the Realized Minimum Variance Hedge Ratio (RMVHR), constructed from five-minute spot and future returns of two stock indices and two exchange rates. A number of econometric models are employed to forecast directly the RMVHR and the out-of-sample performance is evaluated ...
Chrysi E. Markopoulou, Vasiliki D. Skintzi, Apostolos-Paul N. Refenes   +2 more
openaire   +1 more source

Model risk adjusted hedge ratios

Journal of Futures Markets, 2009
AbstractMost option pricing models assume all parameters except volatility are fixed; yet they almost invariably change on re‐calibration. This article explains how to capture the model risk that arises when parameters that are assumed constant have calibrated values that change over time and how to use this model risk to adjust the price hedge ratios ...
Carol Alexander, Andreas Kaeck, Leonardo M. Nogueira   +2 more
openaire   +1 more source

A Note on Minimum Riskiness Hedge Ratio

SSRN Electronic Journal, 2014
Regardless of the distributions of spot and futures returns, the hedge ratio determined by minimizing the portfolio’s Aumann and Serrano (2008) index of riskiness is always smaller than the hedge ratio determined by minimizing the portfolio’s variance. It is also demonstrated that the Foster and Hart (2009) riskiness hedge ratio does not exist.
Sina Ehsani, Donald Lien
openaire   +1 more source

OPTIMAL HEDGING RATIOS AND HEDGING RISK FOR GRAIN BY-PRODUCTS

2000
Optimal cross hedge ratios are estimated for a number of grain by-products used as livestock feed. Risk associated with these cross hedge ratios is measured to determine if cross hedging reduces grain by-product price risk. Results provide useful risk management guidelines for livestock and dairy producers.
Coffey, Brian K., Anderson, John D., Parcell, Joseph L., Coffey, Brian K., Anderson, John D., Parcell, Joseph L.   +5 more
openaire   +3 more sources