𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multinationality and downside risk: The roles of option portfolio and organization

✍ Scribed by Belderbos, René; Tong, Tony W.; Wu, Shubin

Book ID
120824323
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
301 KB
Volume
35
Category
Article
ISSN
0143-2095

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Delivery risk and the hedging role of op
Delivery risk and the hedging role of options
✍ Donald Lien; Kit Pong Wong 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 157 KB 👁 1 views

## Abstract Multiple delivery specifications exist on nearly all commodity futures contracts. Sellers typically are allowed to deliver any of several grades of the underlying commodity and at any of several locations. On the delivery day, the futures price as such needs not converge to the spot pri

Liquidity risk and the hedging role of o
Liquidity risk and the hedging role of options
✍ Kit Pong Wong; Jianguo Xu 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 171 KB 👁 2 views

This study examines the impact of liquidity risk on the behavior of the competitive firm under price uncertainty in a dynamic two-period setting. The firm has access to unbiased one-period futures and option contracts in each period for hedging purposes. A liquidity constraint is imposed on the firm