The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios [PDF]
Can the new investable hedge fund indices (IHF) enhance the performance of optimal passive portfolios made of equities and bonds? How do they compare to funds of hedge funds (FoHF) as well as to other alternative investments such as commodities and ...
Anthony White, Jacques Pezier
core
Hedging the exchange rate risk in international portfolio diversification : currency forwards versus currency options [PDF]
As past research suggest, currency exposure risk is a main source of overall risk of international diversified portfolios. Thus, controlling the currency risk is an important instrument for controlling and improving investment performance of ...
Maurer, Raimond, Valiani, Shohreh
core +1 more source
This study develops a dual‐bioinspired hydrogel, MSA@PGel (macrophage membrane‐coated and salvianolic acid B/5‐aminolevulinic acid co‐loaded liposomes embedded in a polydopamine‐based gel), that integrates macrophage membrane‐mediated active targeting and mussel‐inspired wet adhesion for programmed intervention in oral precancerous lesions.
Xiaoxian Zhao +8 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
core
Oxygen and ROS Delivery for Infected Wound Healing and Future Prospects
Bacterial infection is a major driver of delayed wound healing and postsurgical readmissions; with rising antibiotic resistance, solid peroxide–releasing biomaterials offer sustained delivery of ROS/O2 for antimicrobial control and microenvironmental modulation.
Ayden Watt +7 more
wiley +1 more source
Price Uncertainty and Optimal Hedging in the Agricultural Market
The increased volatility of the agricultural prices has detrimental effects on the economic welfare and raises concerns regarding poverty and malnutrition at a global level.
Nicolae ISTUDOR +3 more
doaj
A semiparametric estimation of the optimal hedge ratio
Abstract Standard static hedging models employing futures contracts yield poor results for most commodities, especially when compared with the evidence for financial instruments such as stock indexes and currencies. Moreover, the efforts in the dynamic hedging of commodity prices via GARCH models have found limited success.
Department of Economics, College of Business Administration, University of Florida, Gainesville, FL 32611, United States ( host institution ) +3 more
openaire +3 more sources
From RNA to DNA: How Cargo Identity Reprograms Lipid Nanoparticle Architecture and Function
The evolution of lipid nanoparticles (LNPs) spans from RNA‐LNPs, used in mRNA vaccines, to DNA‐LNPs, ideal for gene therapies. Emerging bionano architectures, decorated with DNA and plasma proteins, pave the way for advanced DNA‐based therapies that are more stable, targeted, and customizable.
Erica Quagliarini +2 more
wiley +1 more source
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH [PDF]
The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crude oil markets, Brent and WTI, to calculate optimal ...
Chang, C-L. +2 more
core +1 more source
Optimal Hedging Strategies for the U.S. Cattle Feeder [PDF]
Multiproduct optimal hedging is compared to alternative hedging strategies as applied to a Midwestern cattle feeder. One-period feeding margin hedge ratios are estimated using weekly cash and futures price data from a simulation of a custom feedlot for
Leuthold, Raymond M. +1 more
core +1 more source

