Dynamic risk management: Theory and evidence

Journal of Financial Economics

Volumn 78, Issue 1, 2005, Pages 3-47

  Fehle, Frank ^a,b   Tsyplakov, Sergey ^b  

^a Barclays   (United Kingdom)

^b UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

Distress; Dynamic risk management; Hedge ratio; Maturity choice; Transaction costs

Indexed keywords

EID: 25444504292     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.06.013     Document Type: Article

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