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- Southwest: Flying High Over the Competition
- Southwest LUV isn't nearing its all-time high, but we're not complaining as long as we clear those treeeee tops!
- Videos 2008-07-04
- Best Funds for a Fast-Changing Market
- No strategy works for long in this crazy market. So you want your money in a fund nimble enough to go anywhere and invest in anything at any time — like one of these. ...
- Articles 2009-06-22
Additional Resources
- Hedging Catastrophe Risk Using Index-Based Reinsurance Instruments
- Index-based hedging instruments such as industry loss warranties are increasingly recognized as effective hedging tools for insurance and reinsurance portfolios. This study presents a systematic approach for potential buyers to analyze and manage basis risk in order to take full advantage of the benefits offered by these instruments. It examines...
- White papers 2004-03-10
- Optimal Dynamic Hedging Using Futures Under a Borrowing Constraint
- Both financial and non-financial firms routinely implement hedging policies to mitigate their exposure to changes in asset prices. This paper derives the dynamic hedging strategy of a firm that uses futures contracts to hedge a spot market exposure. The risk emanating from the margin requirement on futures contracts is incorporated...
- White papers 2002-01-01
- Hedging Barrier Options: Current Methods and Alternatives
- This paper applies to the static hedge of barrier options a technique, mean-square hedging, designed to minimize the size of the hedging error when perfect replication is not possible. It introduces an extension of this technique which preserves the computational efficiency of meansquare hedging while being consistent with any prior...
- White papers 2002-02-01
- Hedging With Different Tenors
- Investors and corporate alike often argue on the optimal tenor with which to hedge their foreign exchange exposure. The issues are complex and varied. However for the purposes of this paper one assume that there is freedom of choice between the different tenors. This article quantifies the historical performance of...
- White papers 2003-09-03
- Operational Hedging: A Review With Discussion
- Motivated by the increasing prevalence of operational hedging in corporate-level risk management programs, this paper provides an extensive overview and synthesis of the existing literature on operational hedging. In particular, the paper focuses on the treatment of operational hedging in the operations management literature. The paper then explores how the...
- White papers 2004-01-01
- Static Hedging of Multivariate Derivatives by Simulation
- The paper proposes an approximate static hedging procedure for multivariate derivatives. The hedging portfolio is composed of statically held simple univariate options, optimally weighted minimizing the variance of the difference between the target claim and the approximate replicating portfolio. The method uses simulated paths to estimate the weights of the...
- White papers 2003-09-02
- Does hedging affect firm value? Evidence from the US airline industry
- Does hedging add value to the firm, and if so, is the source of the added value consistent with hedging theory? We investigate jet fuel hedging behavior of firms in the US airline industry during 1992-2003 to examine whether such hedging is a source of value for these companies. We...
- Research articles 2006-03-22
- Brazil: iGFinance makes partnership with Hedging-Griffo.
- Brazil, Aug 13, 2001 The site www.igfinance.com.br made a partnership with the broker Hedging-Griffo, according to the portal IgFinance will offer the investment funds: Hedging-Griffo Dourado FIF, Hedging-Griffo Verde FIF and Hedging-Griffo Top FIF. According to Anbid Associacao Nacional dos Bancos de Investimentos...
- Research articles 2001-08-14
- Liability hedging knowhow: an asset for New Jersey thrift. (Security Savings Bank)(includes related information)
- Liability hedging knowhow: An asset for New Jersey thrift Security Savings Bank lives up to its name in part because of Jerry Wenner's liability hedging program. Located in Vineland in southern New Jersey, Security Savings is a state chartered institution with assets...
- Research articles 1990-01-01
- Currency Hedging and Goods Trade
- A puzzle in empirical international finance is the difficulty in finding a large and negative effect of exchange rate volatility on international trade. A common explanation is the availability of hedging instruments. This paper examines the empirical validity of this explanation using data on over 1,000 country pairs. Which countries...
- White papers 1998-09-30
- Hedging Strategies For Protecting Appreciation In Securities And Portfolios
- Despite recent U.S. stock market weakness, many clients and trusts still have securities or portfolios with large amounts of appreciation and low cost basis. A developing legal standard is placing a higher level of scrutiny on the diversification decision-making process. Also, there is a growing belief that all reasonable diversification...
- White papers 2002-08-01
- Hedging Behavior In Small And Medium-Sized Enterprises: The Role Of Unobserved Heterogeneity
- The article investigates factors that drive derivative usage in small and medium-sized enterprises SMEs. The influence of these factors on hedging behavior cannot a priori be assumed equal for all SMEs. To address this heterogeneity, a generalized mixture regression model is used which classifies firms into segments, so that the...
- White papers 2003-01-01
- Hedging Mutual Fund Returns Using Futures Markets And ETFs
- The purpose of this study is to examine the effectiveness of hedging mutual fund returns using Index Futures Contracts and ETFs. Historical daily Lipper Large Value Growth mutual fund index returns, is used to represent a mutual fund portfolio. The mutual fund returns are hedged using index futures as well...
- White papers 2003-05-01
- Unspanned Stochastic Volatility: Evidence From Hedging Interest Rate Derivatives
- Most existing dynamic term structure models assume that interest rate derivatives are redundant securities and can be perfectly hedged using solely bonds. The paper finds that the quadratic term structure models have serious difficulties in hedging caps and cap straddles, even though they capture bond yields well. Furthermore, at-the-money straddle...
- White papers 2004-12-17
- ASX targets hedging.
- Byline: Fiona Buffini Nov 02, 2006 (The Australian Financial Review - ABIX via COMTEX) -- The Australian Stock Exchange has announced new proposals pertaining to the hedging of unvested stock holdings by company executives. Under the draft rules, which are the result of...
- Research articles 2006-11-02
- Sons of Gwalia sees vital role for hedging.
- Aug 06, 2002 The Sydney Morning Herald ABIX via COMTEX -- Australian gold and tantalum miner, Sons of Gwalia, defended its gold hedging activities on 6 August 2002. The group said hedging was a valid risk management technique which it had been using successfully...
- Research articles 2002-08-06
- UME Obtains Interim Loan and Gold Hedging Facility.
- M2 PRESSWIRE-11 June 2004-Uruguay Mineral Exploration Inc.: UME Obtains Interim Loan and Gold Hedging FacilityC1994-2004 M2 COMMUNICATIONS LTD RDATE:06102004 Calgary, Alberta CANADA /FSC/ - Uruguay Mineral Exploration Inc. (UME - TSX Venture), ("UME") has entered into a US$2 million interim...
- Research articles 2004-06-11
- What Is Hedging? Why Do Companies Hedge?
- A very important question which arises is that what is hedging? Why do companies hedge? This article will give a brief overview of the different ways in which firms approach this financial price risk and it will introduce the rationale for using derivative products. While there has been a great...
- White papers 2003-01-01
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