Results 11 to 20 of about 31,275 (267)
Finance and Stochastics, 1999 The paper deals with construction of a hedging strategy which maximizes the probability of a successful hedge under the objective measure \(P\), given a constraint on the required cost. This concept of quantile hedging can be considered as a dynamic version of the well-known value at risk concept. First the authors consider the general case of complete
Hans FÃllmer, Peter Leukert
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Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon [PDF]
Journal of Risk and Financial Management, 2008 This study investigates optimal hedge ratios in all base metal markets. Using recent hedging computation techniques, we find that 1) the short-run optimal hedging ratio is increasing in hedging horizon, 2) that the long-term horizon limit to the optimal hedging ratio is not converging to one but is slightly higher for most of these markets, and 3) that
Dewally, Michael, Marriott, Luke
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Hedging performance of multiscale hedge ratios [PDF]
Journal of Futures Markets, 2019 AbstractIn this study, the wavelet multiscale model is applied to selected assets to hedge time‐dependent exposure of an agent with a preference for a certain hedging horizon. Based on the in‐sample and out‐of‐sample portfolio variances, the wavelet‐based generalized autoregressive conditional heteroskedasticity (GARCH) model produces the lowest ...
Jahangir Sultan +3 more
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Hedge Connectivity without Hedge Overlaps
CoRR, 2020 Connectivity is a central notion of graph theory and plays an important role in graph algorithm design and applications. With emerging new applications in networks, a new type of graph connectivity problem has been getting more attention--hedge connectivity.
Rupei Xu, Warren Shull
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Hedging Risk For Feeder Cattle With A Traditional Hedge Compared To A Ratio Hedge [PDF]
Journal of Agricultural and Applied Economics, 1990 Abstract This paper compares hedging risk for various weights of feeder cattle hedged with a traditional cross hedge and a ratio cross hedge. A traditional hedge calls for the purchase/sale of one pound of futures for each pound of cash feeder cattle. By contrast, a ratio hedge requires estimation of a hedge ratio to determine the number of pounds of ...
Elam, Emmett W., Davis, James
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A Taxonomy of Mitigation Devices in English Language
مجلة جامعة كويه للعلوم الانسانية والاجتماعية, 2020 Language mitigation refers to strategies that people adopt to avoid face-threatening situations in conversation and thereby to linguistically repair the damage done to someone’s face by what one says or does.
Aso I. Ali, Salah M. Salih
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Hedges and Boosters in Undergraduate Students’ Research Articles
Jurnal Pendidikan Humaniora, 2015 : This study aims at investigating the use of hedges and boosters which are important in academic writing discourse as a mean of communicative strategies for increasing or reducing the force of statements.
Imraatu Salichah +2 more
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Journal of Languages and Language Teaching, 2021 Whether the postgraduate students in the EFL context are adequately trained to express their authorial voice in academic writing in an appropriate tone has not been clarified enough in the literature.
Abdulwahid Qasem Al Zumor
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Metadiscourse in English and Swedish Non-fiction Texts and their Translations
NJES: Nordic Journal of English studies, 2014 This study compares the metadiscourse (i.e. the meanings which relate to the writers and readers of a text) in two samples of English and Swedish non-fiction texts and their translations in the English Swedish Parallel Corpus.
Jennifer Herriman
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Hedging in Political Discourse: Evidence from the Speeches of King Abdullah II of Jordan
Prague Journal of English Studies, 2015 This paper reports on the findings of a study that aimed to identify the linguistic items which act as hedges in the speeches of King Abdullah II of Jordan, as well as to examine the pragmatic functions of these devices. Twenty-five political speeches of
Rabab’ah Ghaleb, Abu Rumman Ronza
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