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Optimal Risk Management Using Options

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References

1990Managerial discretion and optimal financing policies3,679 cited
1985The Determinants of Firms' Hedging Policies3,270 cited
1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry1,432 cited
1995Corporate Incentives for Hedging and Hedge Accounting762 cited
1996Evidence on Corporate Hedging Policy689 cited
1995Do Managerial Motives Influence Firm Risk Reduction Strategies?501 cited

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2010Robust portfolio optimization with derivative insurance guarantees84 cited
2008Offsetting the implicit incentives: Benefits of benchmarking in money management72 cited
2005Highwaymen or heroes: Should hedge funds be regulated?69 cited
2008Time-inconsistency of VaR and time-consistent alternatives

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69 cited

2010Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market63 cited

2003Exploring the Limitations of Value at Risk: How Good Is It in Practice?50 cited

2002Risk management and the credit risk premium43 cited

2002VAR risk measures vs traditional risk measures: an analysis and survey43 cited

2011Optimizing international portfolios with options and forwards41 cited

2003Firm Defaults and the Correlation Effect37 cited

2011Difference in interim performance and risk taking with short-sale constraints30 cited

2001How Firms Should Hedge29 cited