Optimal risk management using options

Journal of Finance

Volumn 54, Issue 1, 1999, Pages 359-375

  Ahn, Dong Hyun ^a   Boudoukh, Jacob ^b   Richardson, Matthew ^b   Whitelaw, Robert F ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039064997     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00108     Document Type: Article

References (12)

1. Ahn, Dong-Hyun, Jacob Boudoukh, Matthew Richardson, and Robert F. Whitelaw, 1997, Optimal risk management using options, NBER Working paper 6158.
2. Allayannis, George, and Eli Ofek, 1996, Exchange rate exposure, hedging and the use of foreign currency derivatives, Salomon Center Working paper S-96-18.
3. DeMarzo, Peter, and Darrell Duffie, 1995, Corporate incentives for hedging and hedge accounting, Review of Financial Studies 8, 743-772.
4. Froot, Kenneth A., David S. Scharfstein, and Jeremy C. Stein, 1993, Risk management: Coordinating corporate investment and financing policies, Journal of Finance 48, 1629-1658.
5. May, Don O., 1995, Do managerial motives influence firm risk reduction strategies?, Journal of Finance 50, 1275-1290.
6. Mian, Shehzad, 1996, Evidence on corporate hedging policy, Journal of Financial and Quantitative Analysis 31, 419-439.
7. Smith, Clifford W., and René Stulz, 1985, The determinants of firms' hedging policies, Journal of Financial and Quantitative Analysis 20, 391-405.
8. Smithson, Charles, 1996a, Surveys surveyed, Risk 9, 56-57.
9. Smithson, Charles, 1996b, Who uses what, Risk 9, 50-51.
10. Stulz, René, 1990, Managerial discretion and optimal financing policies, Journal of Financial Economics 26, 3-28.
11. Stulz, René, 1998, Derivatives, Financial Engineering, and Risk Management (South-Western College Publishing, Cincinnati, Ohio), forthcoming.
12. Tufano, Peter, 1996, Who manages risk? An empirical examination of risk management practices in the gold mining industry, Journal of Finance 51, 1097-1137.