Table of contents
Where ignorance is bliss: the “dark corner” of risk classification
Michael R. PowersThe paper aims to explore a risk‐finance context in which less information may be preferable to more information.
Weather derivatives, price forwards, and corporate risk management
Mulong Wang, Min‐Ming Wen, Charles C. YangThe paper aims to examine theoretically valuation of weather derivatives and their hedging roles in corporate risk management.
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Anne Zissu, Carlos Ortiz, Charles StoneThe aim of this paper is to develop the optimal delta hedge for a portfolio of mortgage servicing rights (MSR) under the constraint of a zero‐gamma in order to avoid costs related…
Information costs in financial markets: evidence from the Tunisian stock market
Imene Safer Chakroun, Abdelkader HamdouniThe purpose of this paper is to discuss a widespread idea in the financial literature: information in financial markets is free. Indeed, whenever an investor wants to intervene to…
A note on probabilistic confidence of the stock market ILS interval forecasts
Chenyi HuThe purpose of this paper is to associate a probabilistic confidence with the stock market interval forecasts obtained with the interval least squares (ILS) algorithm. The term…
Transferring home price risk to investors from individual borrowers
Dhruv SharmaThe purpose of this paper is to outline a new approach to risk management that will create an innovative marketplace mechanism to deal with risk.
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza