Options-Based Hedging is a risk management strategy that belongs to the class of derivative-based hedging instruments and is distinguished by its use of option contracts to protect against adverse price movements in agricultural commodities or interest rates while preserving upside potential.
156
Publications
6.9K
Citations
292
Authors
217
Institutions
Publications per year
2017–2026
9
Publications
156
Robustness of the Black and Scholes Formula
Nicole El Karoui, Monique Jeanblanc‐Picquè, Steven E. Shreve · Mathematical Finance · 1998 · 382 citations
Are Firms Successful at Selective Hedging?*
Gregory W. Brown, Peter R. Crabb, David Haushalter · The Journal of Business · 2006 · 200 citations
1–5 of 156
Authors
292
- PC
4
h-index
- HE
3
h-index
- MG
3
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- CA
3
h-index
- GM
3
h-index
1–5 of 292
Institutions
217
New York University
New York, United States
6 h-index
8 publications
1.2K citations
École Polytechnique
Palaiseau, France
4 h-index
4 publications
228 citations
University of Hong Kong
Pok Fu Lam, Hong Kong
4 h-index
5 publications
90 citations
Iowa State University
Ames, United States
3 h-index
5 publications
395 citations
City University of Hong Kong
Hong Kong, Hong Kong
3 h-index
4 publications
88 citations
Baruch College
New York, United States
3 h-index
3 publications
153 citations
Sorbonne Université
Paris, France
3 h-index
4 publications
500 citations
Michigan State University
East Lansing, United States
3 h-index
5 publications
248 citations
1–8 of 217
Venues
- Journal of Futures Markets
13 publications · 443 citations
13
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- Finance and Stochastics
9 publications · 774 citations
9
h-index
- SSRN Electronic Journal
Repository · 9 publications · 224 citations
9
h-index
- Mathematical Finance
6 publications · 544 citations
6
h-index
- Journal of Banking & Finance
5 publications · 197 citations
5
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1–5