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Hahnenstein, Lutz ; Röder, Klaus

The minimum variance hedge and the bankruptcy risk of the firm

Hahnenstein, Lutz and Röder, Klaus (2003) The minimum variance hedge and the bankruptcy risk of the firm. Review of Financial Economics 12 (3), pp. 315-326.

Date of publication of this fulltext: 05 Aug 2009 13:50
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Item typeArticle
Journal or Publication TitleReview of Financial Economics
Publisher:Elsevier
Volume:12
Number of Issue or Book Chapter:3
Page Range:pp. 315-326
Date2003
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder)
Interdisciplinary Subject NetworkImmobilien- und Kapitalmärkte
Identification Number
ValueType
10.1016/S1058-3300(03)00036-3DOI
KeywordsCorporate hedging; Risk management; Default risk; Bankruptcy; Forward contracts
Dewey Decimal Classification300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgUnknown
Item ID5379

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