Results 51 to 60 of about 2,709,049 (201)
ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
SAGE Open, 2022 This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets.
Andreas Renard Widarto +3 more
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The hedging effectiveness of currency futures markets [PDF]
Journal of Futures Markets, 1981 Until very recently, commodity futures were largely ignored by the vast majority of economists. At the same time, markets for foreign currencies were studied by only a relative handful of specialists in international trade and finance. This article examines a subject which overlaps the two very arcane areas of commodity futures and foreign exchange ...
openaire +1 more source
Hedging Effectiveness under Conditions of Asymmetry [PDF]
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Jim Hanly, John Cotter
core +2 more sources
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2022 Bu çalışmada minimum varyans, minimum korelasyon ve minimum bağlantılılık yaklaşımları ile altın ve altı büyük bankanın (İş Bankası, Garanti Bankası, Akbank, Yapı Kredi Bankası, Halkbank ve Vakıfbank) hisse senedinden oluşan portföyün finansal analizi ...
Hüseyin Özdemir
doaj +1 more source
Sustainable and responsible investment dynamic cross-asset portfolio
Cogent Business & Management, 2023 Nowadays, the ESG-oriented portfolios are very popular. This study aims to study the performance of cross-asset portfolios between eco-friendly stocks (represented by Sri-Kehati index) with cryptocurrencies, bonds and gold.
Robiyanto Robiyanto +3 more
doaj +1 more source
Effectiveness of Dynamic Hedging Using Options on the WIG20 in Current Market Conditions
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2020 Based on previous research on the deviations of the prices of options on the WIG20 from the arbitrage restrictions and features, it was found that the number and scale of these deviations clearly decreased, thus improving the quality of the arbitrage ...
Ryszard Węgrzyn
doaj
Transaction Frequency and Hedging in Commodity Processing
Journal of Agricultural and Resource Economics, 2005 This study examines the effect of transaction frequency on profit and cash flow risk for firms that periodically purchase inputs, continuously transform inputs into outputs, and periodically sell output.
Roger A. Dahlgran
doaj +1 more source
How Firms Can Hedge Against Market Risk
Studies in Logic, Grammar and Rhetoric, 2014 The article presents a problem of proper hedging strategy in expected utility model when forward contracts and options strategies are available. We consider a case of hedging when an investor formulates his own expectation on future price of underlying ...
Echaust Krzysztof
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Risks, 2020 We investigate the impact of model uncertainty on hedging longevity risk with index-based derivatives and assessing longevity basis risk, which arises from the mismatch between the hedging instruments and the portfolio being hedged.
Uditha Balasooriya +2 more
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Dynamic hedging of 50ETF options using Proximal Policy Optimization
Journal of Automation and IntelligenceThis paper employs the PPO (Proximal Policy Optimization) algorithm to study the risk hedging problem of the Shanghai Stock Exchange (SSE) 50ETF options.
Lei Liu, Mengmeng Hao, Jinde Cao
doaj +1 more source