Issues in option-based risk management
This dissertation focuses on option-based risk management from corporate finance and investment perspectives. The first chapter focuses on a corporate finance issue: understanding dynamic hedge ratios of gold mining firms. An understanding of the hedging activities of a firm is critical to developin...
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| Language: | ENG |
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ScholarWorks@UMass Amherst
2012
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| Online Access: | https://scholarworks.umass.edu/dissertations/AAI3545990 |