Results 91 to 100 of about 3,253,312 (300)

Dynamics of biotic resistance to plant invasions

Biological Reviews, EarlyView.
ABSTRACT Biotic resistance, the reduction in invasion success caused by native communities, plays an important role in the long‐term dynamics of biological invasions. A large body of empirical research on biotic resistance has accumulated since the last comprehensive review on the subject 20 years ago, enabling us to achieve a refined understanding of ...
Christine S. Sheppard, Joshua I. Brian, Wayne Dawson, Petr Dostál, Franz Essl, Michal Gruntman, Tina Heger, Mark van Kleunen, Mialy Razanajatovo, Lena C. Reimann, Frank M. Schurr, Montserrat Vilà, Florencia A. Yannelli, Marina Golivets   +13 more
wiley   +1 more source

Hedging speculation, and investment in balance-sheet triggered currency crises [PDF]

This paper explores the linkage between corporate risk management strategies, investment, and economic stability in an open economy with a flexible exchange rate regime. Firms use currency futures contracts to manage their exchange rate exposure – caused
Röthig, Andreas, Flaschel, Peter, Semmler, Willi   +2 more
core   +2 more sources

Strategi Hedging Turki dan Implikasinya terhadap Respons NATO atas Perang Rusia-Ukraina (2022-2025)

Mandala: Jurnal Ilmu Hubungan Internasional
This article aims to analyze Turkey’s hedging strategy in the context of the Russia–Ukraine war (2022–2025) and its implications for NATO’s response.
Rachel Kumendong, Beatrice Sungkono, Bias Permata, Kayla Yosin   +3 more
doaj   +1 more source

Plant glutamate receptors mediate a bet-hedging strategy between regeneration and defense. [PDF]

Dev Cell, 2022
Hernández-Coronado M, Dias Araujo PC, Ip PL, Nunes CO, Rahni R, Wudick MM, Lizzio MA, Feijó JA, Birnbaum KD.   +8 more
europepmc   +1 more source

Pricing strategy: hedge funds

Procedia - Social and Behavioral Sciences, 2012
AbstractHedge funds are privately organized investment pools, the strategies of which include long and short positions, arbitrage, and buying and selling undervalued securities. Hedge fund strategies are used to reduce risk, preserve capital and deliver positive returns to their investors.
Apak, Sudi, Taşcıyan, Kamer Hagop, Sezgin, Funda, Lynch, Richard   +3 more
openaire   +1 more source

HEDGING WHOLESALE BEEF CUTS [PDF]

Live cattle futures markets do not offer much opportunity for effective hedging of wholesale beef cuts. If a Choice-to-Select price spread futures contract were introduced this would enhance hedging effectiveness although likely not enough to encourage ...
Schroeder, Ted C., Yang, Xiaolou
core  

What drives animal responses to high severity fire? The role of functional traits

Biological Reviews, EarlyView.
ABSTRACT Fire regimes are changing worldwide, with increases in the frequency, extent, and severity of fires posing growing risks to biodiversity. Fire severity – the degree of habitat alteration following fire – strongly influences both immediate survival and long‐term recovery of fauna.
Grace A. Vielleux, Trent D. Penman, Victoria A. Reynolds, Matthew H. Swan   +3 more
wiley   +1 more source

Targeting the Bet-Hedging Strategy with an Inhibitor of Bacterial Efflux Capacity Enhances Antibiotic Efficiency and Ameliorates Bacterial Persistence In Vitro. [PDF]

Microorganisms, 2022
Morales D, Micheva-Viteva S, Adikari S, Werner J, Wolinsky M, Hong-Geller E, Kim J, Ojima I.   +7 more
europepmc   +1 more source

Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy

Journal of Futures Markets
ABSTRACTMitigating extreme tail risk is essential for institutions and corporations to prevent financial losses from severe asset price fluctuations across many asset classes. This study shows that a simple futures hedging strategy, the naïve hedge, is remarkably effective at managing tail risk—so much so that few other methods can beat it.
Min Cao, Thomas Conlon
openaire   +1 more source

Static Hedging of Multivariate Derivatives by Simulation [PDF]

We propose an approximate static hedging procedure for multivariate derivatives. The hedging portfolio is composed of statically held simple univariate options, optimally weighted minimizing the variance of the difference between the target claim and the
Paolo Pellizzari
core