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Hedge em carteiras de opções exóticas no Brasil
(2015-01-16)
The goal of this work is to assess the empirical performance of some hedging strategies in the Brazilian derivative market. In particular, we entertain a portfolio of exotic options with knock-in and knock-out barriers. ...
Estratégias de hedge dinâmico: um estudo comparativo
(2017-08-03)
Several theoretical works have been developed in the last five decades proposing texting delta-hedge strategies when the premises of the Black e Scholes (1973) are relaxed. This paper sets out to find the best delta-hedge ...
Currency hedging in emerging market investments
(2019-01-17)
This paper investigates whether currencies enhance performance of portfolios diversified over a number of different international markets from the perspective of an American based investor and determines what is the source ...
Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros
(2011)
This paper aims to analyze the results of an operation to hedge a diversified credit portfolio through the use of equity. Initially, a reference to the main theoretical aspects of this dissertation with their definitions ...
Estratégias de hedge utilizando contratos futuros de boi gordo da BM&FHedging strategies using live cattle futures contracts traded at BM&F
(Universidade Federal de Viçosa, 2016)
A influência de operações de hedge no mercado potencial de derivativos no agronegócio regional de UberlândiaThe influence of hedge operations on the potential derivative market in the regional agribusiness of Uberlandia
(Universidade Federal de UberlândiaBrasilAdministração, 2019)
Estratégias de hedging para a fruticultura exportadora brasileira
(Universidade Federal de PernambucoUFPEBrasilPrograma de Pos Graduacao em Administracao, 2016)
Análise da efetividade da estratégia de Hedge no mercado de café
(Universidade Federal de São CarlosUFSCarCâmpus SorocabaCiências Econômicas - CEc-So, 2022-04-18)
Given the different risk factors linked to coffee production, combined with the representativeness of Brazil in the production and export of this commodity, the present work aims to analyze the efficiency of the hedging ...