Results 11 to 20 of about 3,253,312 (300)
Hedge Funds Strategies - Are They Consistent? [PDF]
SSRN Electronic Journal, 2009 Alternative investment has grown considerably, transforming this industry in the forefront of investment innovation. Despite their public acknowledgment and profound influence in the financial market, there is still relative small understanding about hedge funds strategies style.This paper intends to determine whether stylistic characterization exists ...
Machado-Santos, Carlos +1 more
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Exploring Hedging Strategies Identified by Fractal Dimensions
Scientific Annals of Economics and Business, 2020 A hedging strategy is designed to increase the likelihood of desired financial out-comes. Market speculators hedge investment positions if they are worth protecting against potential negative outcomes on the underlying investment.
Lodewikus Jacobus Basson +1 more
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Are Options Trading Strategies Really Effective for Hedging in the Indian Derivatives Market?
Cogent Economics & Finance, 2022 Hedging being a predominant financial concern, is considered as a robust method of managing investment risks. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging.
Shivaprasad S P +4 more
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Hedging Strategies in Forest Management [PDF]
SSRN Electronic Journal, 2007 تركز الورقة على استراتيجيات إدارة الغابات للمخاطر الطبيعية للمالكين غير الصناعيين، في الحالة التي توفر فيها الغابة خدمات غير خشبية. نقدم نموذجًا أساسيًا من فترتين حيث يدير المالك الخاص المخاطر الطبيعية على غابته بفضل تراكم المدخرات على دخله الفردي، أو اعتماد ممارسات زراعة الحنجرة.
Brunette, Marielle +2 more
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Jurnal Manajemen & Agribisnis, 2017 Hedging strategies in the commodity futures market is strongly influenced by the estimation method of hedge ratio. This study examines the effectiveness of hedging strategy against cash position in Indonesia’s palm oil spot market using three hedge ratio
Buddi Wibowo
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COMPARATIVE ANALYSIS OF STRATEGIES FOR HEDGING A SECURITIES PORTFOLIO WITH FUTURES
Финансы: теория и практика, 2017 Hedging is one of the most popular strategies of the market risk management. The main purpose of hedging is to reduce the volatility (or variability) of the yield on the portfolio composed of spot assets and hedging tools.
V. V. Lakshina, K. A. Lapshina
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State-dependent hedge strategy for crude oil spot and futures markets
Borsa Istanbul Review, 2022 Relying on the hidden Markov model improved by the particle swarm optimization algorithm (PSO-HMM), we develop a dual-decision method to address the issue of state-dependent futures hedging. Our approach is attractive in two ways.
Xing Yu +4 more
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Hedging strategy as a response to the United States-China rivalry: the case of Southeast Asia [PDF]
The Review of International Affairs, 2022 The Southeast Asian countries use a hedging strategy to respond accordingly to the risk that the great power rivalry between the United States and China presents in the region.
Pavle Nedić
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CVaR Hedging under Stochastic Interest Rate
Frontiers in Applied Mathematics and Statistics, 2015 In this paper we assess the partial hedging problems by formulating hedging strategies that minimize conditional value-at-risk (CVaR) of the portfolio loss under stochastic interest rate environment.
Angela eTsao +2 more
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THE HEDGING STRATEGY FOR ASIAN OPTION [PDF]
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika, 2018 Summary: The article deals with the problem of portfolio investment in the Black-Scholes model with several risky assets. The hedging strategy for Asian option is found using the martingale method. The analytical properties (differentiability) of the densities of exponential random variables are studied.
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