✦ LIBER ✦

Convex costs and the hedging paradox

✍ Scribed by Dennis Frestad

Book ID: 116624558
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 591 KB
Volume: 16
Category: Article
ISSN: 0929-1199
DOI: 10.1016/j.jcorpfin.2009.10.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

CONVEX COSTS AND THE MERGER PARADOX REVI

CONVEX COSTS AND THE MERGER PARADOX REVISITED

✍ JOHN S. HEYWOOD; MATTHEW MCGINTY 📂 Article 📅 2007 🏛 Oxford University Press 🌐 English ⚖ 99 KB

Hedging of Claims with Physical Delivery

Hedging of Claims with Physical Delivery under Convex Transaction Costs

✍ Pennanen, Teemu; Penner, Irina 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 323 KB

Currency Hedging and Siegel's Paradox: O

Currency Hedging and Siegel's Paradox: On Black's Universal Hedging Rule

✍ Bruno Solnik 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 516 KB

The cost of hedging and the optimal hedg

The cost of hedging and the optimal hedge ratio

✍ Charles T. Howard; Louis J. D'Antonio 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 991 KB

Hedging benefits offered by the futures market come at a cost. This article develops a concept of hedging costs, shows how it impacts the hedging decision, and derives an optimal hedge ratio in the context of the cost concept. The hedging cost of using futures is comprised of two components. The fir

Fuel hedging and airline operating costs

✍ Lim, Siew Hoon; Hong, Yongtao 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 614 KB

Reviewing gas purchases with hedging cos

Reviewing gas purchases with hedging costs

✍ Smith, William H. 📂 Article 📅 2009 🏛 John Wiley and Sons ⚖ 271 KB

A financial swaps, hedging, and other riskmanagement techniques, regulators need to decide if these transactions are cost-effective and how to review the costs of these transactions on a comparable basis with direct purchase transactions.