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There are 4689 results for: content related to: Optimal Hedging under Intertemporally Dependent Preferences

  1. Optimal hedging when preferences are state dependent

    Journal of Futures Markets

    Volume 13, Issue 5, August 1993, Pages: 441–451, Eric Briys and Harris Schlesinger

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130502

  2. Optimal hedging with futures contracts: The case for fixed-income portfolios

    Journal of Futures Markets

    Volume 12, Issue 6, December 1992, Pages: 693–703, Eric Briys and Dan Pieptea

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990120608

  3. Hedge effectiveness: Basis risk and minimum-variance hedging

    Journal of Futures Markets

    Volume 12, Issue 2, April 1992, Pages: 187–201, Mark G. Castelino

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990120207

  4. The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 837–876, Ted Juhl, Ira G. Kawaller and Paul D. Koch

    Article first published online : 16 SEP 2011, DOI: 10.1002/fut.20544

  5. CALCULATING MEANS AND VARIANCES OF NPVS WHEN THE LIFE OF THE PROJECT IS UNCERTAIN

    Journal of Financial Research

    Volume 3, Issue 2, Summer 1980, Pages: 139–152, Roger P. Bey

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1980.tb00046.x

  6. Consumption externalities, market imperfections and optimal taxation

    International Journal of Economic Theory

    Volume 8, Issue 4, December 2012, Pages: 345–359, Juin-jen Chang, Jhy-hwa Chen and Jhy-yuan Shieh

    Article first published online : 21 NOV 2012, DOI: 10.1111/j.1742-7363.2012.00197.x

  7. You have free access to this content
    Risk Management: Coordinating Corporate Investment and Financing Policies

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1629–1658, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05123.x

  8. Production and hedging under state-dependent preferences

    Journal of Futures Markets

    Volume 32, Issue 10, October 2012, Pages: 945–963, Kit Pong Wong

    Article first published online : 16 SEP 2011, DOI: 10.1002/fut.20547

  9. Optimal Hedging and the Partial Loss Offset Provision

    European Financial Management

    Volume 4, Issue 3, November 1998, Pages: 321–333, Eric Briys and François De Varenne

    Article first published online : 16 DEC 2002, DOI: 10.1111/1468-036X.00069

  10. Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints

    Journal of Futures Markets

    Volume 20, Issue 4, April 2000, Pages: 375–396, Joaquín Arias, B. Wade Brorsen and Ardian Harri

    Article first published online : 29 MAR 2000, DOI: 10.1002/(SICI)1096-9934(200004)20:4<375::AID-FUT5>3.0.CO;2-U

  11. Structurally sound dynamic index futures hedging

    Journal of Futures Markets

    Volume 25, Issue 12, December 2005, Pages: 1173–1202, Paul Kofman and Patrick McGlenchy

    Article first published online : 19 OCT 2005, DOI: 10.1002/fut.20185

  12. Quantile Estimation of Optimal Hedge Ratio

    Journal of Futures Markets

    Donald Lien, Keshab Shrestha and Jing Wu

    Article first published online : 5 MAR 2015, DOI: 10.1002/fut.21712

  13. You have free access to this content
    Hedging Performance and Stock Market Liquidity: Evidence from the Taiwan Futures Market

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 3, June 2010, Pages: 396–415, Hsiu-Chuan Lee and Cheng-Yi Chien

    Article first published online : 25 MAY 2010, DOI: 10.1111/j.2041-6156.2010.01015.x

  14. The Use of Forward Contracts for Hedging Currency Risk

    Journal of International Financial Management & Accounting

    Volume 3, Issue 1, March 1991, Pages: 78–92, Hung-Gay Fung and Wai K. Leung

    Article first published online : 3 APR 2007, DOI: 10.1111/j.1467-646X.1991.tb00092.x

  15. Estimating time-varying optimal hedge ratios on futures markets

    Journal of Futures Markets

    Volume 11, Issue 1, February 1991, Pages: 39–53, Robert J. Myers

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990110105

  16. International Adjustment With Habit-Forming Consumption: A Diagrammatic Exposition

    Review of International Economics

    Volume 1, Issue 1, November 1992, Pages: 32–48, Maurice Obstfeld

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1467-9396.1992.tb00005.x

  17. The cost of hedging and the optimal hedge ratio

    Journal of Futures Markets

    Volume 14, Issue 2, April 1994, Pages: 237–258, Charles T. Howard and Louis J. D'Antonio

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990140208

  18. Optimal Hedging in Futures Markets with Multiple Delivery Specifications

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1007–1021, AVRAHAM KAMARA and ANDREW F. SIEGEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03924.x

  19. Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression

    Journal of Futures Markets

    Volume 11, Issue 5, October 1991, Pages: 603–612, John Heaney and Geoffrey Poitras

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990110508

  20. Some Recent Developments in Futures Hedging

    Journal of Economic Surveys

    Volume 16, Issue 3, July 2002, Pages: 357–396, Donald Lien and Y. K. Tse

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00172