Concepedia

Derivative-based Hedging

Derivative-Based Hedging is a risk management strategy within asset-liability management that employs financial derivatives to offset exposure to specific financial risks, distinguishing itself by the use of derivative instruments to align the sensitivity of assets and liabilities to market fluctuations.

97

Publications

5.7K

Citations

185

Authors

154

Institutions

Publications per year

2017–2026

16

Parents

Publications

97

How much do firms hedge with derivatives?

Wayne R. Guay, S.P. Kothari · Journal of Financial Economics · 2003 · 635 citations

, , +10

Are Corporations Reducing or Taking Risks with Derivatives?

Ludger Hentschel, S.P. Kothari · Journal of Financial and Quantitative Analysis · 2001 · 376 citations

, , +12

Safety First and Hedging

Lester G. Telser · The Review of Economic Studies · 1955 · 338 citations

, , +15

Corporate financial hedging with proprietary information

Peter M. DeMarzo, Darrell Duffie · Journal of Economic Theory · 1991 · 269 citations

, , +12

Risk Measurement and Hedging: With and without Derivatives

Mitchell A. Petersen, S. Ramu Thiagarajan · Financial Management · 2000 · 223 citations

, , +12

1–5 of 97

Authors

185

  1. SK
    S.P. Kothari

    Massachusetts Institute of Technology, United States

    4 publications · 1.1K citations

    4

    h-index

  2. PF
    Peter Forsyth

    University of Waterloo, Canada

    2 publications · 108 citations

    2

    h-index

  3. PB
    Patrick Bolton

    Columbia University, United States

    2 publications · 121 citations

    2

    h-index

  4. KV
    K.R. Vetzal

    University of Waterloo, Canada

    2 publications · 108 citations

    2

    h-index

  5. BP
    Bengt Pramborg

    Stockholm University, Sweden

    2 publications · 66 citations

    2

    h-index

1–5 of 185

Institutions

154

  1. University of Warwick

    Coventry, United Kingdom

    3 h-index

    3 publications

    201 citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    4 publications

    135 citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    3 h-index

    3 publications

    746 citations

  4. Swiss Finance Institute

    Zurich, Switzerland

    3 h-index

    3 publications

    322 citations

  5. The University of Sydney

    Sydney, Australia

    2 h-index

    4 publications

    126 citations

  6. University of Rochester

    Rochester, United States

    2 h-index

    2 publications

    125 citations

  7. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    56 citations

  8. ETH Zurich

    Zurich, Switzerland

    2 h-index

    3 publications

    322 citations

1–8 of 154

Venues

  1. SSRN Electronic Journal

    Repository · 11 publications · 348 citations

    11

    h-index

  2. Insurance Mathematics and Economics

    7 publications · 342 citations

    7

    h-index

  3. Journal of Banking & Finance

    5 publications · 186 citations

    5

    h-index

  4. Journal of Economic Dynamics and Control

    3 publications · 51 citations

    3

    h-index

  5. Journal of Multinational Financial Management

    3 publications · 157 citations

    3

    h-index

1–5