Bibliography for Risk Management and Derivative Securities BETA

Brown, Gregory W., and Klaus B. Toft. 2002. ‘How Firms Should Hedge’. The Review of Financial Studies 15(4).

Chance, Don M., and Robert Edwin Brooks. 2015. An Introduction to Derivatives and Risk Management. 10th edition. Australia: Brooks/Cole.

Hull, John, and John Hull. 2018. Options, Futures, and Other Derivatives. Tenth Edition. New York, NY: Pearson Education, Inc.

Kolb, Robert W., and James A. Overdahl. 2007. Futures, Options, and Swaps. 5th ed. Malden, MA: Blackwell Pub.

Lien, Donald. 2005. ‘A Note on the Superiority of the OLS Hedge Ratio’. Journal of Futures Markets 25(11):1121–26. doi: 10.1002/fut.20172.

McDonald, Robert L. 2014. Derivatives Markets. 3rd ed., new int. ed. Harlow, Essex: Pearson Education Limited.

Servaes, Henri, Ane Tamayo, and Peter Tufano. 2009. ‘The Theory and Practice of Corporate Risk Management*’. Journal of Applied Corporate Finance 21(4):60–78. doi: 10.1111/j.1745-6622.2009.00250.x.

Stulz, Rene M. 1996. ‘Rethinking Risk Management’. Journal of Applied Corporate Finance 9(3):8–25. doi: 10.1111/j.1745-6622.1996.tb00295.x.

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