Results 61 to 70 of about 5,069,160 (293)
Dynamic Correlations and Optimal Hedge Ratios [PDF]
, 2007 The focus of this article is using dynamic correlation models for the calculation of minimum variance hedge ratios between pairs of assets. Finding an optimal hedge requires not only knowledge of the variability of both assets, but also of the co-movement between the two assets. For this purpose, use is made of industry standard methods, like the naive
Charles S. Bos, Phillip Gould
openaire +2 more sources
Phase‐Pure and Size‐Tunable Tin Halide Perovskite Quantum Dots
Advanced Materials, EarlyView.A trioctylphosphine oxide modulated protocol allows for the synthesis and study of the optical properties of a broad library of tin halide perovskite quantum dots across multiple A‐ and X‐site compositions with precise size tuning while eliminating unwanted 2D phases.
Ole F. Dressler +7 more
wiley +1 more source
The Dynamic International Optimal Hedge Ratio [PDF]
Instead of modeling asset price and currency risks separately, this paper derives the international hedge portfolio, hedging asset price and currency risk simultaneously for estimating the dynamic international optimal hedge ratio.
Liu, Xiaochun, Jacobsen, Brian
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Stochastic optimal hedge ratio: Theory and evidence [PDF]
, 2010 The minimum variance hedge ratio is widely used by investors to immunize against the price risk. This hedge ratio is usually assumed to be constant across time by practitioners, which might be too restrictive assumption because the optimal hedge ratio ...
El-Khatib, Youssef +1 more
core +2 more sources
Humanities & Social Sciences CommunicationsThis study contributes to the literature on socially responsible investing by examining the diversification potential of green bonds and futures for a commodities’ index, gold and treasury bonds, alongside the SRI-KEHATI Index and the Dow Jones ...
Ana Iglesias-Casal +3 more
doaj +1 more source
Production of sugar and alcohol: financial and operational strategies
Revista Produção Online, 2014 This article proposes the construction of an optimization model to define the product portfolio of a sugarcane mill, taking into account operational and financial aspects.
Celma de Oliveira Ribeiro +2 more
doaj +1 more source
Advanced Materials, EarlyView.An engineered Trojan Mycobacterium, developed via a “peeling‐off and masking‐up” strategy, functions as a powerful splenic myelopoiesis converter. This spleen‐targeted nanomedicine induces trained immunity to reprogram immunosuppressive myeloid reservoirs into antitumoral effectors.
Jin‐Ho Choi +5 more
wiley +1 more source
Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets [PDF]
This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of ...
Pandey, Ajay
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Sustainable and Multifunctional Natural Macromolecular Polymers for Aqueous Zn Metal Batteries
Advanced Materials, EarlyView.We comprehensively review the structure‐function relationships and regulatory mechanism of natural macromolecular polymers in stabilizing zinc anodes at the microscopic and mesoscopic scales. The interactions among polymer structures, optimization strategies, and regulatory mechanisms are discussed systematically summarizing recent related research ...
Yunuo Shi +13 more
wiley +1 more source
WEIGHTED EXPECTED UTILITY HEDGE RATIOS [PDF]
We derive a new hedge ratio based on weighted expected utility. Weighted expected utility is a generalization of expected utility that permits non-linear probability weights. Generally speaking weighted expected utility hedge ratios are less than minimum
Tuthill, Jonathan W. +1 more
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