Bibliography for Risk Management and Derivative Securities BETA

Brown, Gregory W., and Klaus B. Toft. ‘How Firms Should Hedge’. The Review of Financial Studies, vol. 15, no. 4, 2002, https://login.uofglasgow.idm.oclc.org/login?url=https://www.jstor.org/stable/1262698.

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

Hull, John, and John Hull. Options, Futures, and Other Derivatives. Tenth Edition, Pearson Education, Inc, 2018.

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

Lien, Donald. ‘A Note on the Superiority of the OLS Hedge Ratio’. Journal of Futures Markets, vol. 25, no. 11, Nov. 2005, pp. 1121–26, https://doi.org/10.1002/fut.20172.

McDonald, Robert L. Derivatives Markets. 3rd ed., new Int. ed, Pearson Education Limited, 2014.

Servaes, Henri, et al. ‘The Theory and Practice of Corporate Risk Management*’. Journal of Applied Corporate Finance, vol. 21, no. 4, Sept. 2009, pp. 60–78, https://doi.org/10.1111/j.1745-6622.2009.00250.x.

Stulz, Rene M. ‘Rethinking Risk Management’. Journal of Applied Corporate Finance, vol. 9, no. 3, Sept. 1996, pp. 8–25, https://doi.org/10.1111/j.1745-6622.1996.tb00295.x.

Triantis, Alexander J. ‘Real Options and Corporate Risk Management’. Journal of Applied Corporate Finance, vol. 13, no. 2, June 2000, pp. 64–73, https://doi.org/10.1111/j.1745-6622.2000.tb00054.x.