Results 251 to 260 of about 2,801,449 (309)

Designing a productive, profitable integrated farming system model with low water footprints for small and marginal farmers of Telangana. [PDF]

open access: yesSci Rep
Karthik R   +14 more
europepmc   +1 more source

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

Perfect option hedging and the hedge ratio

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

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   +2 more
openaire   +1 more source

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