Developing a hedging strategy to reduce risk of losses for a given set of stocks in a portfolio
is a difficult task due to cost of the hedge. In Vietnam stock market, cross-hedge is involved …

Different theories seek to substantiate the main determinants of companies' capital structure.
For the trade-off theory, there may be an optimal capital structure in which companies seek a …

Designed as remedies for uncertain parameters and tiny optimal weights in the portfolio
selection problem, we consider a class of distributionally robust portfolio optimization …

Banyak perusahaan di Indonesia berkompetisi untuk memperbaiki kinerja keuangan untuk
bisa terdaftar di indeks LQ45. Indeks LQ45 adalah rumah bagi 45 saham dengan likuiditas …

Cryptocurrencies show some properties that differ from typical financial instruments. For
example, dynamic volatility, larger price jumps, and other market participants and their …

В статье рассматриваются подходы к определению таких категорий как «риск» и
«финансовый риск», проводится анализ точек зрения на классификацию финансовых …

Risk measurements are clearly central to risk management, in particular for banks,(re)
insurance companies, and investment funds. The question of the appropriateness of risk …

The aim of this thesis is to find out whether the Finnish stock market (OMXHPI-index) is
mean reverting and if so, how long does it take for stock returns to revert to their mean (50 …

This research aims to hedge the efficient portfolio of the investor against the expected
inflation risk and to evaluate the extent of improvement in the quality of its performance. It …

АННОТАЦИЯ Выпускная квалификационная работа на тему «Оценка эффективности
управления финансовыми рисками производственной компании» состоит из введения …