Bibliography for Risk Management and Derivative Securities BETA

[1]

Brown, G.W. and Toft, K.B. 2002. How Firms Should Hedge. The Review of Financial Studies. 15, 4 (2002).

[2]

Chance, D.M. and Brooks, R.E. 2015. An introduction to derivatives and risk management. Brooks/Cole.

[3]

Hull, J. and Hull, J. 2018. Options, futures, and other derivatives. Pearson Education, Inc.

[4]

Kolb, R.W. and Overdahl, J.A. 2007. Futures, options, and swaps. Blackwell Pub.

[5]

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

[6]

McDonald, R.L. 2014. Derivatives markets. Pearson Education Limited.

[7]

Servaes, H. et al. 2009. The Theory and Practice of Corporate Risk Management*. Journal of Applied Corporate Finance. 21, 4 (Sep. 2009), 60–78. DOI:https://doi.org/10.1111/j.1745-6622.2009.00250.x.

[8]

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

[9]

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