Title: Empirical analysis on the performance of hedging strategies of warrants’ risk
Abstract: For the issuers,market makers or dealers,the market risk of warrants is mainly reflected in pricing at issuing stage and bilateral quotation of transaction stage.This dynamic risk is generally transferred away via hedging.The research is penurious on those hedge strategies from scholars and investment institutions in China.Upon the researches from foreign and domestic scholars,this paper compares the hedging performance,advantages and disadvantages of those hedge strategies,applying the warrants transaction data in China..
Publication Year: 2009
Publication Date: 2009-01-01
Language: en
Type: article
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