Browsing Produção Intelectual em Bases Externas by Subject "Hedging (Finanças)"
Now showing items 1-6 of 6
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Cross hedging do novilho argentino no mercado futuro do boi gordo brasileiro
2013The present study verifies the effectiveness of cross hedge operations for Argentinians steers by negotiation with futures contracts of the Brazilian live cattle in the Brazilian Securities, Commodities and Futures Exchange ... -
Dynamic hedging with stochastic differential utility
2006-11-01In this paper we study the dynamic hedging problem using three different utility specifications: stochastic differential utility, terminal wealth utility, and a new utility transformation which includes features from the two ... -
La efectividad de cross hedging para el novillo uruguayo en el mercado de futuros del buey gordo brasileño: hipótesis de la expectativa y especulación sobre la base
2014The present study aims to verify the effectiveness of cross hedging operations for the Uruguayan steer in the futures market for live cattle of the Brazilian Securities, Commodities and Futures Exchange (BM&FBovespa) in ... -
Hedge e especulação com derivativos cambiais: evidências de operações cotidianas
2013-08-01This study investigates the dynamics of currency derivatives usage by Brazilian non-financial firms, using a unique database of over-the-counter operations contracted between these companies and a large international bank ... -
Hedging against the government: a solution to the home asset bias puzzle
2013-01We explain why international nominal bonds and equity portfolios are biased domestically. In our model, holding domestic government nominal debt provides a hedge against shocks to bond returns and the impact on taxes they ... -
Immunization of fixed-income portfolios using an exponential parametric model
2014-11-14Litterman e Scheinkman (1991) mostram que mesmo uma carteira de renda fixa duration imunizada (neutra) pode sofrer grandes perdas e, portanto, propõem fazer hedge de carteiras utilizando a análise de componentes principais. ...
