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Risk Measurement and Hedging: With and Without Derivatives

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Author Info
Mitchell A. Petersen
S. Ramu Thiagarajan

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Abstract

This paper examines a setting in which the derivatives strategies of two firms are known, but completely different. One firm aggressively hedges its risk using derivatives. The other firm uses a combination of operating and financial decisions, but no derivatives, to manage its risk. The different choice of methods is a result of different abilities to adjust operating costs and different needs for investment capital. Managerial incentives also play a role. Although risk-averse managers have an incentive to reduce risk, how and how much they hedge depends on how they are compensated.

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Publisher Info
Article provided by Financial Management Association in its journal Financial Management.

Volume (Year): 29 (2000)
Issue (Month): 4 (Winter)
Pages:
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Handle: RePEc:fma:fmanag:petersen00

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  1. Viral V. Acharya & Heitor Almeida & Murillo Campello, 2005. "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," NBER Working Papers 11391, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Joshua Rosett, 2003. "Labour leverage, equity risk and corporate policy choice," European Accounting Review, Taylor and Francis Journals, vol. 12(4), pages 699-732, January. [Downloadable!] (restricted)
  3. Georges Dionne & Thouraya Triki, 2005. "Risk Management and Corporate Governance: the Importance of Independence and Financial Knowledge for the Board and the Audit Committee," Cahiers de recherche 0515, CIRPEE. [Downloadable!]
  4. Almeida, Heitor & Campello, Murillo & Weisbach, Michael S., 2008. "Corporate Financial and Investment Policies When Future Financing Is Not Frictionless," Working Paper Series 2008-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    Other versions:
  5. Aretz, Kevin & Bartram, Söhnke M., 2009. "Corporate Hedging and Shareholder Value," MPRA Paper 14088, University Library of Munich, Germany. [Downloadable!]
  6. Davies, Phil & Minton, Bernadette & Schrand, Catherine, 2008. "Commodity Price Exposure and Ownerhsip Clienteles," Working Paper Series 2008-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
  7. Jose M. Berrospide & Amiyatosh Purnanandam & Uday Rajan, 2008. "Corporate hedging, investment and value," Finance and Economics Discussion Series 2008-16, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Georges Dionne & Thouraya Triki, 2004. "On Risk Management Determinants: What Really Matters?," Cahiers de recherche 0417, CIRPEE. [Downloadable!]
  9. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette, 2009. "Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure," MPRA Paper 14041, University Library of Munich, Germany. [Downloadable!]
  10. Pinghsun Huang & Timothy Louwers & Jacquelyn Moffitt & Yan Zhang, 2008. "Ethical Management, Corporate Governance, and Abnormal Accruals," Journal of Business Ethics, Springer, vol. 83(3), pages 469-487, December. [Downloadable!] (restricted)
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