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Commodities, Futures, Forwards, Pricing, Hedging
portfolio selection, option-implied information
Hedging, Forwards, Collateral, Liquidity, Risk Management
Corporate risk management, foreign exchange risk, hedging, cointegrated VAR model
low-beta anomaly, trading strategies, factor risk premiums, smart beta
beta, option-implied information
option pricing, lead-lag effects
Risk management, forwards, default risk, hedging, production
Default Risk, Forwards, Hedging, Production, Risk Management
risk management, hedging, forwards, timing uncertainty
risk management, hedging, forwards, uncertainty of time
risk management, hedging, quantity risk, exotic derivatives
stock option plans, robustness, accounting valuation, corporate governance
option-implied moments, risk adjustment, disappointment aversion, implied preferences
option-implied information, dependence measures, higher moments, portfolio selection
risk management, hedging, derivatives, regret aversion
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beta, option‐implied information
Illiquidity, equity options, option returns, option strategies
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