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Relaxing standard hedging assumptions in the presence of downside risk · Study

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ArticleRelaxing standard hedging assumptions in the presence of downside risk

Fabio Mattos2006

OA

Articlegreen2006

Relaxing standard hedging assumptions in the presence of downside risk

Fabio Mattos · Philip Garcia · Carl H. Nelson

25 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Risk Management in Financial Firms Financial Risk and Volatility Modeling Agricultural risk and resilience

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References

1975Mean-Risk Analysis with Risk Associated with Below-Target Returns 1996Risk Vulnerability and the Tempering Effect of Background Risk 2016Two-Moment Decision Models and Expected Utility Maximization 1983A characterization of the distributions that imply mean—Variance utility functions 1999Variance vs downside risk: Is there really that much difference?2002Some Recent Developments in Futures Hedging 2003Futures hedge ratios: a review 1989Economic Decisions Under Uncertainty

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2009Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?2013Assessing marketing and aid strategies to stimulate economic growth in sub-Saharan Africa

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2009Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?article · 7 shared references 2003Comparative statics under uncertainty: The case of mean-variance preferencesarticle · 5 shared references 2013Assessing marketing and aid strategies to stimulate economic growth in sub-Saharan Africaarticle · 5 shared references 2009Multiple Risks and Mean-Variance Preferencesarticle · 4 shared references 2008Mean Variance Vulnerabilityarticle · 4 shared references 2017Hedging downside risk of oil refineries: A vine copula approacharticle · 4 shared references

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Year2006

Typearticle

Published2006-04-05

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations25

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1016/j.qref.2006.01.003

openalex_workW2005255790

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