Bibliography for Risk Management and Derivative Securities BETA

Brown, G.W. and Toft, K.B. (2002) ‘How Firms Should Hedge’, The Review of Financial Studies, 15(4). Available at: https://ezproxy.lib.gla.ac.uk/login?url=https://www.jstor.org/stable/1262698.

Chance, D.M. and Brooks, R.E. (2015) An introduction to derivatives and risk management. 10th edition. Australia: Brooks/Cole.

Hull, J. and Hull, J. (2018) Options, futures, and other derivatives. Tenth Edition. New York, NY: Pearson Education, Inc.

Kolb, R.W. and Overdahl, J.A. (2007) Futures, options, and swaps. 5th ed. Malden, MA: Blackwell Pub.

Lien, D. (2005) ‘A note on the superiority of the OLS hedge ratio’, Journal of Futures Markets, 25(11), pp. 1121–1126. Available at: https://doi.org/10.1002/fut.20172.

McDonald, R.L. (2014) Derivatives markets. 3rd ed., new int. ed. Harlow, Essex: Pearson Education Limited.

Servaes, H., Tamayo, A. and Tufano, P. (2009) ‘The Theory and Practice of Corporate Risk Management*’, Journal of Applied Corporate Finance, 21(4), pp. 60–78. Available at: https://doi.org/10.1111/j.1745-6622.2009.00250.x.

Stulz, R.M. (1996) ‘Rethinking risk management’, Journal of Applied Corporate Finance, 9(3), pp. 8–25. Available at: https://doi.org/10.1111/j.1745-6622.1996.tb00295.x.

Triantis, A.J. (2000) ‘Real Options and Corporate Risk Management’, Journal of Applied Corporate Finance, 13(2), pp. 64–73. Available at: https://doi.org/10.1111/j.1745-6622.2000.tb00054.x.