Matches in SemOpenAlex for { <https://semopenalex.org/work/W2508340461> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2508340461 endingPage "0" @default.
- W2508340461 startingPage "49" @default.
- W2508340461 abstract "The paper is focused on selected aspects of the hedging using of Nova 3 option strategy created by barrier options, which are appropriate tools widely used for risk management of high risk underlying assets. Financial risk management using option strategies is an effective solution for limiting the loss from underlying asset’s price development. The Nova 3 option strategy is suitable for hedging against increase in price of the underlying asset in case of its purchase in future. In our approach, European up and knock-in call options together with standard put and barrier put options are used for investigation of hedging strategies in increasing markets. Theoretical models of suitable hedged profit functions in analytical expressions are analyzed also from their benefits and risks point of view. Created combinations of these hedging variants have to meet the requirements of zero-cost option strategy. Based on the own theoretical results, the hedged profit portfolio is applied to SPDR Gold Shares, where due to the lack of data on real barrier option premiums, these were calculated according to Haug model. Designed secured variants through Nova 3 option strategy were analyzed and compared to each other with the recommendations of the best possibilities for investors" @default.
- W2508340461 created "2016-09-16" @default.
- W2508340461 creator A5069864916 @default.
- W2508340461 creator A5077933496 @default.
- W2508340461 date "2016-03-04" @default.
- W2508340461 modified "2023-09-27" @default.
- W2508340461 title "Gold price risk management through Nova 3 option strategy created by barrier options" @default.
- W2508340461 doi "https://doi.org/10.21511/imfi.13(1).2016.04" @default.
- W2508340461 hasPublicationYear "2016" @default.
- W2508340461 type Work @default.
- W2508340461 sameAs 2508340461 @default.
- W2508340461 citedByCount "1" @default.
- W2508340461 countsByYear W25083404612021 @default.
- W2508340461 crossrefType "journal-article" @default.
- W2508340461 hasAuthorship W2508340461A5069864916 @default.
- W2508340461 hasAuthorship W2508340461A5077933496 @default.
- W2508340461 hasBestOaLocation W25083404611 @default.
- W2508340461 hasConcept C10138342 @default.
- W2508340461 hasConcept C106159729 @default.
- W2508340461 hasConcept C112930515 @default.
- W2508340461 hasConcept C127413603 @default.
- W2508340461 hasConcept C138060521 @default.
- W2508340461 hasConcept C144133560 @default.
- W2508340461 hasConcept C162118730 @default.
- W2508340461 hasConcept C162324750 @default.
- W2508340461 hasConcept C175444787 @default.
- W2508340461 hasConcept C181622380 @default.
- W2508340461 hasConcept C188198153 @default.
- W2508340461 hasConcept C194483076 @default.
- W2508340461 hasConcept C2776607717 @default.
- W2508340461 hasConcept C2776631005 @default.
- W2508340461 hasConcept C2777600642 @default.
- W2508340461 hasConcept C2780821815 @default.
- W2508340461 hasConcept C32896092 @default.
- W2508340461 hasConcept C38652104 @default.
- W2508340461 hasConcept C41008148 @default.
- W2508340461 hasConcept C76178495 @default.
- W2508340461 hasConcept C78519656 @default.
- W2508340461 hasConcept C91602232 @default.
- W2508340461 hasConceptScore W2508340461C10138342 @default.
- W2508340461 hasConceptScore W2508340461C106159729 @default.
- W2508340461 hasConceptScore W2508340461C112930515 @default.
- W2508340461 hasConceptScore W2508340461C127413603 @default.
- W2508340461 hasConceptScore W2508340461C138060521 @default.
- W2508340461 hasConceptScore W2508340461C144133560 @default.
- W2508340461 hasConceptScore W2508340461C162118730 @default.
- W2508340461 hasConceptScore W2508340461C162324750 @default.
- W2508340461 hasConceptScore W2508340461C175444787 @default.
- W2508340461 hasConceptScore W2508340461C181622380 @default.
- W2508340461 hasConceptScore W2508340461C188198153 @default.
- W2508340461 hasConceptScore W2508340461C194483076 @default.
- W2508340461 hasConceptScore W2508340461C2776607717 @default.
- W2508340461 hasConceptScore W2508340461C2776631005 @default.
- W2508340461 hasConceptScore W2508340461C2777600642 @default.
- W2508340461 hasConceptScore W2508340461C2780821815 @default.
- W2508340461 hasConceptScore W2508340461C32896092 @default.
- W2508340461 hasConceptScore W2508340461C38652104 @default.
- W2508340461 hasConceptScore W2508340461C41008148 @default.
- W2508340461 hasConceptScore W2508340461C76178495 @default.
- W2508340461 hasConceptScore W2508340461C78519656 @default.
- W2508340461 hasConceptScore W2508340461C91602232 @default.
- W2508340461 hasIssue "1" @default.
- W2508340461 hasLocation W25083404611 @default.
- W2508340461 hasLocation W25083404612 @default.
- W2508340461 hasOpenAccess W2508340461 @default.
- W2508340461 hasPrimaryLocation W25083404611 @default.
- W2508340461 hasRelatedWork W1930689104 @default.
- W2508340461 hasRelatedWork W2160639156 @default.
- W2508340461 hasRelatedWork W2261353015 @default.
- W2508340461 hasRelatedWork W2375013937 @default.
- W2508340461 hasRelatedWork W2387777833 @default.
- W2508340461 hasRelatedWork W2391639690 @default.
- W2508340461 hasRelatedWork W2904163369 @default.
- W2508340461 hasRelatedWork W3208869884 @default.
- W2508340461 hasRelatedWork W4380046315 @default.
- W2508340461 hasRelatedWork W3031647261 @default.
- W2508340461 hasVolume "13" @default.
- W2508340461 isParatext "false" @default.
- W2508340461 isRetracted "false" @default.
- W2508340461 magId "2508340461" @default.
- W2508340461 workType "article" @default.