Optimal Risk Management Using Options
Author:
Affiliation:
1. University of North Carolina; Chapel Hill
2. New York University; NBER
3. New York University
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference12 articles.
1. Ahn , Dong-Hyun Jacob Boudoukh Matthew Richardson Robert F. Whitelaw 1997 Optimal risk management using options
2. Allayannis , George Eli Ofek 1996 Exchange rate exposure, hedging and the use of foreign currency derivatives
3. Corporate incentives for hedging and hedge accounting;DeMarzo;Review of Financial Studies,1995
4. Risk management: Coordinating corporate investment and financing policies;Froot;Journal of Finance,1993
5. Do managerial motives influence firm risk reduction strategies?;May;Journal of Finance,1995
Cited by 86 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Buy and Hold Golden Strategies in Financial Markets With Frictions and Depth Constraints;SSRN Electronic Journal;2024
2. A Stackelberg reinsurance-investment game with derivatives trading;Boundary Value Problems;2023-04-19
3. Monotone tail functions: Definitions, properties, and application to risk-reducing strategies;Journal of Computational and Applied Mathematics;2022-12
4. Benefit and risk evaluation of inland nuclear generation investment in Kazakhstan combined with an analytical MGT method;Industrial Management & Data Systems;2022-01-26
5. Market and Liquidity Risks Using Transaction-by-Transaction Information;Mathematics;2021-07-16
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3