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  • Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market
    Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market This paper explores Indian futures and options market as a market for hedging by ...

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    • Authors: Svd Nageswara Rao, Sanjay Kumar Thakur
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
  • Dynamic Spanning of Contingent Claims
    Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price of a contingent claim and its replicating strategies. We compute the replicating strategies for some ...

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    • Authors: Hal Warren Pedersen
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
  • Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated Framework
    Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated Framework Risk management and capital budgeting are two critical components of the corporate decision ...

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    • Authors: Jing Ai, Tianyang Wang
    • Date: Apr 2012
    • Competency: Communication>Difficult message delivery; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Management partnership; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
    Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics This paper discusses both the theoretical and the application aspects of stress testing in managing enterprise ...

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    • Authors: Min Jie (Helen) Han
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments