Risk-Shifting or Risk-Hedging of Portfolio Choices Under Bond Default Risks

2012 ◽  
Author(s):  
Jin-ray Lu ◽  
Chih-Ming Chan ◽  
Yi-Long Hsiao ◽  
Kai-Ping Chen
Keyword(s):  
Risk Shifting ◽  
Risk Hedging ◽  
Portfolio Choices ◽  
Default Risks

scholarly journals Location Basis Variability Effects on Slaughter Cattle Hedging in the South and Southern Plains

1973 ◽  
Vol 5 (2) ◽  
pp. 73-77 ◽  
Author(s):  
Barry W. Bobst
Keyword(s):  
Futures Contracts ◽  
Risk Shifting ◽  
The South ◽  
Minimum Risk ◽  
Southern Plains ◽  
Risk Hedging ◽  
Futures Contract ◽  
Slaughter Cattle ◽  
Measures Of Risk ◽  
Recent Attention

Location basis variability is a matter of potential concern to livestock producers who contemplate the use of livestock futures contracts as hedging devices and who are removed from a designated futures contract delivery point. Recent attention has been given this problem by Heifner in an analysis of minimum-risk hedging ratios for cattle and hogs, among other commodities, in which measures of risk-shifting effectiveness were generated for comparison among locations.

On Surrender and Default Risks

2010 ◽  
Author(s):  
Olivier Le Courtois ◽  
Hidetoshi Nakagawa
Keyword(s):  
Default Risks
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