Results 81 to 90 of about 143,218 (278)
Hedging Barrier Options: Current Methods and Alternatives [PDF]
This paper applies to the static hedge of barrier options a technique, mean-square hedging, designed to minimize the size of the hedging error when perfect replication is not possible.
Dupont, Dominique Y.
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Media Attention to Climate Change and Investor Flows in US Equity Mutual Funds
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates how climate‐related news influences mutual fund investor behaviour in the United States. Although prior research has documented the financial relevance of climate risks, little is known about how media attention to climate change shapes capital allocation across mutual funds.
Laura Andreu +3 more
wiley +1 more source
A Robust Approach to Hedging and Pricing in Imperfect Markets
Risks, 2017 This paper proposes a model-free approach to hedging and pricing in the presence of market imperfections such as market incompleteness and frictions.
Hirbod Assa, Nikolay Gospodinov
doaj +1 more source
Do Farmers Hedge Optimally or by Habit? A Bayesian Partial-Adjustment Model of Farmer Hedging [PDF]
Hedging is one of the most important risk management decisions that farmers make and has a potentially large role in the level of profit eventually earned from farming.
Dorfman, Jeffrey H., Karali, Berna
core +4 more sources
Investor Perception of ESG in Earnings Calls
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how the communicator's role and the framing of ESG statements affect investor capital allocation in the context of earnings calls. Based on a virtual asset market experiment, the analysis identifies that the assurance and reinforcement of ESG messages have a positive effect of up to 8% on capital allocation, with especially
Felix Bachner
wiley +1 more source
Choosing not to choose: Hedging as a category of neutrality
European Journal of International SecurityThe concept of hedging has been recently introduced and has been gaining traction in International Relations (IR) literature. So far, the notion has been mainly employed to make sense of the strategic behaviour of some south-east Asian secondary states ...
Fabio Figiaconi
doaj +1 more source
Climate Change Risks and Customer Concentration: Evidence From US‐Listed Firms
Business Strategy and the Environment, EarlyView.ABSTRACT While prior studies have investigated climate risks in supply chains, customer ESG pressures, and shared climate exposure, this paper is, to the best of our knowledge, the first to provide direct empirical evidence on the relationship between climate change risks and firms' customer concentration.
Thi Thuy Trang Nguyen +2 more
wiley +1 more source
HEDGING AS A BUSINESS RISK PROTECTION INSTRUMENT
Ekonomski Vjesnik, 2015 This paper deals with hedging which is one of the trading techniques in the futures markets and with the role of hedging as a protecting strategy. Indirectly, hedging affects the competitiveness of a company by reducing overall operating expenses and ...
Ivo Šperanda, Zoran Tršinski
doaj
Hedging and invoicing strategies to reduce exchange rate exposure - a euro-area perspective [PDF]
Domestic-currency invoicing and hedging allow internationally active firms to reduce their exposure to exchange rate variations. This paper argues that domestic-currency invoicing and hedging with exchange rate derivatives allow a fairly straightforward ...
Bj�rn D�hring
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