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Fine-Tuning a Corporate Hedging Portfolio – The Case of an Airline Company
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Fine-Tuning a Corporate Hedging Portfolio – The Case of an Airline Company (2012)Fine-Tuning a Corporate Hedging Portfolio…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Does Hedging Affect Firm Value? Evidence from the US Airline Industry (2006)Does Hedging Affect Firm Valu…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…The Complete Guide to Option Pricing Formulas (1997)The Complete Guide to Option …Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Who Manages Risk? An Empirica…The value of an Asian option (1995)The value of an Asian optionRisk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)BESSEL PROCESSES, ASIAN OPTIO…Mean-Variance Hedging in Continuous Time (1991)Mean-Variance Hedging in Cont…A Quick Algorithm for Pricing European Average Options (1991)A Quick Algorithm for Pricing…A pricing method for options based on average asset values (1990)A pricing method for options …The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…Case Study Research: Design and Methods (1984)Case Study Research: Design a…The pricing of commodity contracts (1976)The pricing of commodity cont…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Limited-dependent and qualitative variables in econometrics (1983)Managerial discretion and optimal financing policies (1990)Agency Costs, Risk Management, and Capital Structure (1998)Estimating the Value of Employee Stock Option Portfolios and Their Sensitivities to Price and Volatility (2002)Founding family ownership and the agency cost of debt (2003)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The Theory of Investment Value, by John Burr Williams (1939)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Mixed Methods Research: A Research Paradigm Whose Time Has Come (2004)Qualitative research: Methods in the social sciences (2006)Document Analysis as a Qualitative Research Method (2009)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)Facts and Fantasies about Commodity Futures (2006)Monte Carlo methods for security pricing (1997)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)The dark side of diversification: The case of US financial holding companies (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)
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References

  • 1984Case Study Research: Design and Methods82,022 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,575 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry1,432 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
  • 1990A pricing method for options based on average asset values628 cited
  • 1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES557 cited
  • 1997The Complete Guide to Option Pricing Formulas537 cited
  • 1995The value of an Asian option532 cited
  • 1991A Quick Algorithm for Pricing European Average Options424 cited
  • 2006Does Hedging Affect Firm Value? Evidence from the US Airline Industry389 cited
  • 1991

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Mean-Variance Hedging in Continuous Time
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