Concepedia

Imperfect Hedging

Imperfect Hedging is a hedging strategy that partially, but incompletely, offsets potential losses or gains from adverse price movements in an asset by using instruments that do not perfectly correlate with the underlying risk exposure.

14

Publications

421

Citations

23

Authors

15

Institutions

Publications per year

2017–2026

0

Parents

Publications

14

The Interest Rate Risk of Fannie Mae and Freddie Mac

Dwight M. Jaffee · Journal of Financial Services Research · 2003 · 87 citations

, , +16

Fuel hedging and airline operating costs

Siew Hoon Lim, Yongtao Hong · Journal of Air Transport Management · 2014 · 61 citations

, , +14

Backward Stochastic PDE and Imperfect Hedging

Michael Mania, Revaz Tevzadze · International Journal of Theoretical and Applied Finance · 2003 · 59 citations

, , +17

Property and inflation

David Miles · Journal of Property Finance · 1996 · 38 citations

, , +17

EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS

Alexander Melnikov, Yuliya Romanyuk · International Journal of Theoretical and Applied Finance · 2008 · 33 citations

, , +17

1–5 of 14

Authors

23

  1. AM
    Alexander Melnikov

    University of Alberta, Canada

    2 publications · 46 citations

    2

    h-index

  2. DM
    Dwight M. Jaffee

    University of California, Berkeley, United States

    2 publications · 102 citations

    2

    h-index

  3. DM
    David Miles

    Imperial College London, United Kingdom

    1 publications · 38 citations

    1

    h-index

  4. DL
    Donald Lien

    The University of Texas at San Antonio, United States

    1 publications · 11 citations

    1

    h-index

  5. YK
    Yuri Kifer

    Hebrew University of Jerusalem, Israel

    1 publications · 24 citations

    1

    h-index

1–5 of 23

Institutions

15

  1. University of Alberta

    Edmonton, Canada

    2 h-index

    3 publications

    59 citations

  2. Cal Poly Humboldt

    Arcata, United States

    1 h-index

    1 publications

    15 citations

  3. University of California, Berkeley

    Berkeley, United States

    1 h-index

    1 publications

    15 citations

  4. Humboldt-Universität zu Berlin

    Berlin, Germany

    1 h-index

    2 publications

    30 citations

  5. Bank of Canada

    Ottawa, Canada

    1 h-index

    1 publications

    33 citations

  6. National Bureau of Economic Research

    Cambridge, United States

    1 h-index

    1 publications

    15 citations

  7. North Dakota State University

    Fargo, United States

    1 h-index

    2 publications

    122 citations

  8. Deutsche Bank (Germany)

    Frankfurt am Main, Germany

    1 h-index

    1 publications

    15 citations

1–8 of 15

Venues

  1. International Journal of Theoretical and Applied Finance

    IJTAF · 2 publications · 92 citations

    2

    h-index

  2. Journal of Air Transport Management

    1 publications · 61 citations

    1

    h-index

  3. Stochastics

    1 publications · 24 citations

    1

    h-index

  4. arXiv (Cornell University)

    Repository · 1 publications · 12 citations

    1

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 15 citations

    1

    h-index

1–5