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Dynamic risk management: Theory and evidence

  • Fehle, Frank
  • Tsyplakov, Sergey
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    File URL: http://www.sciencedirect.com/science/article/B6VBX-4G361PX-1/2/03ab3eaee2bfe8e9de769a675a9a02d0
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    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 78 (2005)
    Issue (Month): 1 (October)
    Pages: 3-47

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    Handle: RePEc:eee:jfinec:v:78:y:2005:i:1:p:3-47
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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    15. Kerkvliet, Joe & Moffett, Michael H., 1991. "The Hedging of an Uncertain Future Foreign Currency Cash Flow," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(04), pages 565-578, December.
    16. Mitchell A. Petersen & S. Ramu Thiagarajan, 2000. "Risk Measurement and Hedging: With and Without Derivatives," Financial Management, Financial Management Association, vol. 29(4), Winter.
    17. Barraquand, Jérôme & Martineau, Didier, 1995. "Numerical Valuation of High Dimensional Multivariate American Securities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(03), pages 383-405, September.
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    19. Mian, Shehzad L., 1996. "Evidence on Corporate Hedging Policy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(03), pages 419-439, September.
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    23. René M. Stulz, 1996. "Rethinking Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(3), pages 8-25.
    24. Walter Dolde, 1993. "The Trajectory Of Corporate Financial Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(3), pages 33-41.
    25. Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W, 1993. " On the Determinants of Corporate Hedging," Journal of Finance, American Finance Association, vol. 48(1), pages 267-84, March.
    26. Koppenhaver, G D, 1985. " Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument," Journal of Finance, American Finance Association, vol. 40(1), pages 241-55, March.
    27. DeMarzo, Peter M & Duffie, Darrell, 1995. "Corporate Incentives for Hedging and Hedge Accounting," Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 743-71.
    28. Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997. " Why Firms Use Currency Derivatives," Journal of Finance, American Finance Association, vol. 52(4), pages 1323-54, September.
    29. Flam, Sjur D & Wets, Roger J-B, 1987. "Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems," Econometrica, Econometric Society, vol. 55(5), pages 1187-1209, September.
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