Hedging Strategies Description for Financial Risk Elimination Possibilities

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F03%3A00009113" target="_blank" >RIV/61989100:27510/03:00009113 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Hedging Strategies Description for Financial Risk Elimination Possibilities

Original language description

In the paper financial hedging strategies are described and explained. The factor neutral on delta basis hedging, minimum variance strategy, minimum value at risk strategy and maximum expected utility function be characterised. Examples of strategy application for chosen financial instruments are derived.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

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Project

<a href="/en/project/GA402%2F02%2F1046" target="_blank" >GA402/02/1046: Application of the Fuzzy-Stochastic Approaches in Financial Decision-making</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

ECON 02 (selected research papers)

ISSN

0862-7908

e-ISSN

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Volume of the periodical

9

Issue of the periodical within the volume

1

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

8

Pages from-to

227-234

UT code for WoS article

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EID of the result in the Scopus database

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