Journal articles on the topic 'Hedging Finance'
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Hamdi, Haykel, and Jihed Majdoub. "Risk-sharing finance governance: Islamic vs conventional indexes option pricing." Managerial Finance 44, no. 5 (May 14, 2018): 540–50. http://dx.doi.org/10.1108/mf-05-2017-0199.
Full textStentoft, Lars. "Computational Finance." Journal of Risk and Financial Management 13, no. 7 (July 4, 2020): 145. http://dx.doi.org/10.3390/jrfm13070145.
Full textRoig Hernando, Jaume. "Humanizing Finance by Hedging Property Values." Journal of Risk and Financial Management 9, no. 2 (June 10, 2016): 5. http://dx.doi.org/10.3390/jrfm9020005.
Full textTSUZUKI, YUKIHIRO. "ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES." International Journal of Theoretical and Applied Finance 16, no. 06 (September 2013): 1350038. http://dx.doi.org/10.1142/s0219024913500386.
Full textBuehler, H., L. Gonon, J. Teichmann, and B. Wood. "Deep hedging." Quantitative Finance 19, no. 8 (February 21, 2019): 1271–91. http://dx.doi.org/10.1080/14697688.2019.1571683.
Full textMadan, Dilip B. "Adapted hedging." Annals of Finance 12, no. 3-4 (November 9, 2016): 305–34. http://dx.doi.org/10.1007/s10436-016-0282-8.
Full textKorn, Olaf, and Marc Oliver Rieger. "Hedging with regret." Journal of Behavioral and Experimental Finance 22 (June 2019): 192–205. http://dx.doi.org/10.1016/j.jbef.2019.03.002.
Full textBates, David S. "Hedging the smirk." Finance Research Letters 2, no. 4 (December 2005): 195–200. http://dx.doi.org/10.1016/j.frl.2005.08.004.
Full textCong, Jianfa, Ken Seng Tan, and Chengguo Weng. "VAR-BASED OPTIMAL PARTIAL HEDGING." ASTIN Bulletin 43, no. 3 (July 29, 2013): 271–99. http://dx.doi.org/10.1017/asb.2013.19.
Full textSun, Youfa, George Yuan, Shimin Guo, Jianguo Liu, and Steven Yuan. "Does model misspecification matter for hedging? A computational finance experiment based approach." International Journal of Financial Engineering 02, no. 03 (September 2015): 1550023. http://dx.doi.org/10.1142/s2424786315500231.
Full textARAI, TAKUJI. "$\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE." International Journal of Theoretical and Applied Finance 11, no. 08 (December 2008): 869–88. http://dx.doi.org/10.1142/s0219024908005068.
Full textHoelscher, Seth A. "Voluntary hedging disclosure and corporate governance." Review of Accounting and Finance 19, no. 1 (June 10, 2019): 5–29. http://dx.doi.org/10.1108/raf-01-2018-0001.
Full textTAKAHASHI, AKIHIKO, YUKIHIRO TSUZUKI, and AKIRA YAMAZAKI. "HEDGING EUROPEAN DERIVATIVES WITH THE POLYNOMIAL VARIANCE SWAP UNDER UNCERTAIN VOLATILITY ENVIRONMENTS." International Journal of Theoretical and Applied Finance 14, no. 04 (June 2011): 485–505. http://dx.doi.org/10.1142/s021902491100670x.
Full textZAKAMOULINE, VALERI. "THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS." International Journal of Theoretical and Applied Finance 12, no. 06 (September 2009): 833–60. http://dx.doi.org/10.1142/s0219024909005488.
Full textAlghalith, Moawia. "Input hedging: generalizations." Journal of Risk Finance 8, no. 3 (May 29, 2007): 309–12. http://dx.doi.org/10.1108/15265940710750521.
Full textWILCOX, JARROD. "Better Dynamic Hedging." Journal of Risk Finance 2, no. 4 (March 2001): 5–15. http://dx.doi.org/10.1108/eb043471.
Full textRODRÍGUEZ, JESÚS F. "HEDGING SWING OPTIONS." International Journal of Theoretical and Applied Finance 14, no. 02 (March 2011): 295–312. http://dx.doi.org/10.1142/s021902491100636x.
Full textKorkeamäki, Timo, Eva Liljeblom, and Markus Pfister. "Airline fuel hedging and management ownership." Journal of Risk Finance 17, no. 5 (November 21, 2016): 492–509. http://dx.doi.org/10.1108/jrf-06-2016-0077.
Full textOBŁÓJ, JAN, and FRÉDÉRIK ULMER. "PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS." International Journal of Theoretical and Applied Finance 15, no. 01 (February 2012): 1250003. http://dx.doi.org/10.1142/s0219024911006516.
Full textMøller, T. "On Valuation and Risk Management at the Interface of Insurance and Finance." British Actuarial Journal 8, no. 4 (October 1, 2002): 787–827. http://dx.doi.org/10.1017/s1357321700003913.
Full textSchnabel, Jacques A. "Hedging and debt overhang: a conceptual note." Journal of Risk Finance 16, no. 2 (March 16, 2015): 164–69. http://dx.doi.org/10.1108/jrf-10-2014-0140.
Full textLIU, WEN-QIONG, and WEN-LI HUANG. "HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH." International Journal of Theoretical and Applied Finance 22, no. 02 (March 2019): 1850057. http://dx.doi.org/10.1142/s0219024918500577.
Full textFard, Farzad Alavi, Firmin Doko Tchatoka, and Sivagowry Sriananthakumar. "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model." Journal of Risk and Financial Management 14, no. 3 (February 28, 2021): 97. http://dx.doi.org/10.3390/jrfm14030097.
Full textWei, Peihwang, Li Xu, and Bei Zeng. "Corporate hedging, firm focus and firm size: the case of REITs." Managerial Finance 43, no. 3 (March 13, 2017): 313–30. http://dx.doi.org/10.1108/mf-05-2016-0134.
Full textLee, Cheng-Few, Kehluh Wang, and Yan Long Chen. "Hedging and Optimal Hedge Ratios for International Index Futures Markets." Review of Pacific Basin Financial Markets and Policies 12, no. 04 (December 2009): 593–610. http://dx.doi.org/10.1142/s0219091509001769.
Full textAugustyniak, Maciej, Alexandru Badescu, and Mathieu Boudreault. "On the Measurement of Hedging Effectiveness for Long-Term Investment Guarantees." Journal of Risk and Financial Management 16, no. 2 (February 10, 2023): 112. http://dx.doi.org/10.3390/jrfm16020112.
Full textZhang, Lu, Difang Wan, Wenhu Wang, Chen Shang, and Fang Wan. "Incentive mechanisms and hedging effectiveness – an experimental study." China Finance Review International 8, no. 3 (August 20, 2018): 332–52. http://dx.doi.org/10.1108/cfri-06-2017-0077.
Full textPowers, Michael R. "Diversification, hedging, and “pacification”." Journal of Risk Finance 11, no. 5 (November 9, 2010): 441–45. http://dx.doi.org/10.1108/15265941011092031.
Full textJarrow, Robert A. "Hedging in a HJM model." Finance Research Letters 7, no. 1 (March 2010): 8–13. http://dx.doi.org/10.1016/j.frl.2009.10.002.
Full textCrépey, Stéphane. "Delta-hedging vega risk?" Quantitative Finance 4, no. 5 (October 2004): 559–79. http://dx.doi.org/10.1080/14697680400000038.
Full textCousin, Areski, Stéphane Crépey, and Yu Hang Kan. "Delta-hedging correlation risk?" Review of Derivatives Research 15, no. 1 (June 22, 2011): 25–56. http://dx.doi.org/10.1007/s11147-011-9068-3.
Full textMELNIKOV, ALEXANDER, and YULIYA ROMANYUK. "EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS." International Journal of Theoretical and Applied Finance 11, no. 03 (May 2008): 295–323. http://dx.doi.org/10.1142/s0219024908004816.
Full textLee, Cheng-Few, Fu-Lai Lin, and Mei-Ling Chen. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach." Review of Pacific Basin Financial Markets and Policies 13, no. 02 (June 2010): 203–13. http://dx.doi.org/10.1142/s0219091510001913.
Full textARMSTRONG, JOHN, TEEMU PENNANEN, and UDOMSAK RAKWONGWAN. "PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY." International Journal of Theoretical and Applied Finance 21, no. 06 (September 2018): 1850044. http://dx.doi.org/10.1142/s0219024918500449.
Full textVazifedan, Mehdi, and Qiji Jim Zhu. "No-Arbitrage Principle in Conic Finance." Risks 8, no. 2 (June 19, 2020): 66. http://dx.doi.org/10.3390/risks8020066.
Full textTh. Vezeris, Dimitrios, Themistoklis S. Kyrgos, and Christos J. Schinas. "Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method. Optimized trading system hedging." Investment Management and Financial Innovations 15, no. 3 (October 1, 2018): 351–69. http://dx.doi.org/10.21511/imfi.15(3).2018.29.
Full textI. Ivanov, Stoyu. "Analysis of the impact of improved market trading efficiency on the speculation-hedging relation." Journal of Risk Finance 15, no. 2 (March 17, 2014): 180–94. http://dx.doi.org/10.1108/jrf-11-2013-0077.
Full textShanker, Latha. "Margin Requirements and Hedging Effectiveness: An Analysis in a Risk-Return Framework." Journal of Accounting, Auditing & Finance 7, no. 3 (July 1992): 379–93. http://dx.doi.org/10.1177/0148558x9200700311.
Full textBrenner, Menachem, Ernest Y. Ou, and Jin E. Zhang. "Hedging volatility risk." Journal of Banking & Finance 30, no. 3 (March 2006): 811–21. http://dx.doi.org/10.1016/j.jbankfin.2005.07.015.
Full textPagli, John M. "Convertible Securities Hedging." Journal of Alternative Investments 2, no. 4 (March 31, 2000): 42–49. http://dx.doi.org/10.3905/jai.2000.318976.
Full textBhaduri, Ranjan, Gunter Meissner, and James Youn. "Hedging Liquidity Risk." Journal of Alternative Investments 10, no. 3 (December 31, 2007): 80–90. http://dx.doi.org/10.3905/jai.2007.700226.
Full textAlbuquerque, Rui. "Optimal currency hedging." Global Finance Journal 18, no. 1 (January 2007): 16–33. http://dx.doi.org/10.1016/j.gfj.2006.09.002.
Full textRahman, Aisyah Abdul, and Raudha Md Ramli. "Islamic Cross Currency Swap (ICCS): hedging against currency fluctuations." Emerald Emerging Markets Case Studies 5, no. 4 (July 14, 2015): 1–12. http://dx.doi.org/10.1108/eemcs-09-2014-0215.
Full textZou, Leyu. "Option pricing and risk hedging for Apple." BCP Business & Management 32 (November 22, 2022): 189–95. http://dx.doi.org/10.54691/bcpbm.v32i.2887.
Full textChernenko, Sergey, and Michael Faulkender. "The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps." Journal of Financial and Quantitative Analysis 46, no. 6 (June 1, 2011): 1727–54. http://dx.doi.org/10.1017/s0022109011000391.
Full textKouvelis, Panos, Xiaole Wu, and Yixuan Xiao. "Cash Hedging in a Supply Chain." Management Science 65, no. 8 (August 2019): 3928–47. http://dx.doi.org/10.1287/mnsc.2017.2997.
Full textLai, Yihao, Wei-Shih Chung, and Jiaming Chen. "Hedging performance and the heterogeneity among market participants." Studies in Economics and Finance 36, no. 3 (July 26, 2019): 395–407. http://dx.doi.org/10.1108/sef-04-2018-0102.
Full textHUBALEK, FRIEDRICH, and CARLO SGARRA. "QUADRATIC HEDGING FOR THE BATES MODEL." International Journal of Theoretical and Applied Finance 10, no. 05 (August 2007): 873–85. http://dx.doi.org/10.1142/s0219024907004433.
Full textThierbach, F. "Mean-Variance Hedging Under Additional Market Information." International Journal of Theoretical and Applied Finance 06, no. 06 (September 2003): 613–36. http://dx.doi.org/10.1142/s0219024903002092.
Full textWahl, Jack E., and Udo Broll. "Differential Taxation and Corporate Futures-Hedging." FinanzArchiv 63, no. 4 (2007): 583. http://dx.doi.org/10.1628/001522107x269032.
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