Results 71 to 80 of about 2,801,449 (309)
International Business & Economics Research Journal (IBER), 2011 The Black-Scholes model continues to be the standard option pricing model discussed in virtually all corporate finance and investments texts and continues to be widely used in practice. The models associated hedge ratio has also been widely used for hedging purposes.
Kanwal Sachdeva, William Sterk
openaire +2 more sources
Advanced Functional Materials, EarlyView.Autonomous scanning probe microscopy and multi‐objective Bayesian optimization navigate a ternary (Al,Sc,B)N combinatorial library. Registered photoluminescence, electron‐probe compositional mapping, and X‐ray diffraction connect local electromechanical function to defect‐sensitive emission, composition, and crystal structure.
Yu Liu +12 more
wiley +1 more source
WEIGHTED EXPECTED UTILITY HEDGE RATIOS [PDF]
We derive a new hedge ratio based on weighted expected utility. Weighted expected utility is a generalization of expected utility that permits non-linear probability weights. Generally speaking weighted expected utility hedge ratios are less than minimum
Tuthill, Jonathan W. +1 more
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Advanced Healthcare Materials, EarlyView.Engineered red blood cell‐derived extracellular vesicles (eRBCEVs) are synthesized via controlled microfluidic assembly from native RBC lipids, enabling tunable encapsulation of proteins, nucleic acids, nanoparticles, and viral vectors. The platform demonstrates reproducible nanoscale architecture, preserved membrane composition, and functional cargo ...
Chiranth K. Nagaraj +23 more
wiley +1 more source
NONPARAMETRIC KERNEL ESTIMATION OF MULTIPLE HEDGE RATIOS [PDF]
It is possible for the traditional hedge ratio estimation to produce erroneous guidance to risk managers because of the restrictive assumptions. This study adopts nonparametric locally polynomial kernel estimation to exclude the assumptions. Results from
Kim, MinKyoung, Leuthold, Raymond M.
core
Hedge Ratio and Hedging Effectiveness in Indian Currency Futures Markets
Финансы: теория и практикаThe purpose of the study is to assess the efficacy of diverse hedge ratios computed using three econometric models: OLS, VECM, and BEKK-GARCH model.
N. Agrawal, P. Srinivasan
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Advanced Healthcare Materials, EarlyView.Living donor heart valves offer superior durability for pediatric patients but trigger immune rejection. Lentiviral delivery of viral immune‐evasion genes US2 and Serpin b9 into donor valve cells and valve tissue suppresses HLA expression, reduces PBMC clustering and cytotoxic killing, and induces transcriptional immune‐tolerance programs, paving the ...
Abraham van Wijk +11 more
wiley +1 more source
The Statistical Properties of Hedge Fund Index Returns [PDF]
he monthly return distributions of many hedge fund indices exhibit highly unusual skewness and kurtosis properties as well as first-order serial correlation. This has important consequences for investors.
Chris Brooks, Harry. M Kat
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PENENTUAN HARGA OPSI DAN NILAI HEDGE MENGGUNAKAN PERSAMAAN NON-LINEAR BLACK-SCHOLES
E-Jurnal Matematika, 2016 Option are contracts that give the right to sell and buy the asset at a price and a certain period of time. In addition investors use option as a means of hedge against asset owned.
PUTU AYU DENI +2 more
doaj +1 more source
How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. [PDF]
Physica A, 2022 Zhu P, Lu T, Chen S.
europepmc +1 more source