Hedging with an edge: parametric currency overlay
…, JA Reichenecker, MJ Menichetti - Management …, 2022 - pubsonline.informs.org
We propose an optimal currency hedging strategy for global equity investors using currency
value, carry, and momentum to proxy for expected currency returns. A benchmark risk …
value, carry, and momentum to proxy for expected currency returns. A benchmark risk …
Die Bilanzierung von Terminkontrakten und Optionen bei Einsatz im Risikomanagement
G Franke, MJ Menichetti - 1992 - econstor.eu
Unternehmen sichern sich gegen Preisrisiken zunehmend durch Abschluß von Termin-kontrakten
oder Optionen ab. Werden das Grundgeschäft, das die Preisrisiken erzeugt, und das …
oder Optionen ab. Werden das Grundgeschäft, das die Preisrisiken erzeugt, und das …
[BOOK][B] Währungsrisiken bilanzieren und hedgen: Auswirkungen der deutschen Rechnungslegung auf die Hedge-Entscheidung
MJ Menichetti - 2013 - books.google.com
Diese Arbeit ware nicht entstanden ohne die Anleitung und Unterstiit zung meines akademischen
Lehrers, Prof. Dr. Giinter Franke. Fiir seine Betreuung wahrend meiner Mitarbeit als …
Lehrers, Prof. Dr. Giinter Franke. Fiir seine Betreuung wahrend meiner Mitarbeit als …
Enhanced mean-variance portfolios: A controlled integration of quantitative predictors
L Kaiser, MJ Menichetti… - Journal of Portfolio …, 2014 - search.proquest.com
The intuitiveness and practicality of mean-variance portfolios largely depend on the accuracy
of moment estimates, which are subject to large estimation errors and are conditional on …
of moment estimates, which are subject to large estimation errors and are conditional on …
Family Business Across National Borders: Strategies and Processes of Internationalization
Family businesses (FBs) are increasingly operating internationally; however, they show a
different internationalization pattern than non-FBs, since they face unique barriers when it …
different internationalization pattern than non-FBs, since they face unique barriers when it …
Performance of the forward electromagnetic calorimeter (FEMC) for the end caps of the DELPHI detector
…, F Bianchi, R Cirio, D Gamba, E Menichetti… - Nuclear Instruments and …, 1989 - Elsevier
We present the performance of the DELPHI lead glass calorimeter with vacuum phototriode
readout. The behaviour of the counters in magnetic fields up to 1.1 T is discussed. …
readout. The behaviour of the counters in magnetic fields up to 1.1 T is discussed. …
Regional Affordances and Resilient Communities
…, P Droege, S Seidel, B Fuchs, MJ Menichetti - Cross-Border Life and …, 2023 - Springer
In this chapter, we discuss how regionally available resources - natural, social, economic,
and technological - provide regional affordances for individual and collective action and how …
and technological - provide regional affordances for individual and collective action and how …
[BOOK][B] Cross-Border Life and Work: Social, Economic, Technological and Jurisdictional Issues
P Droege, S Güldenberg, MJ Menichetti, S Seidel - 2023 - books.google.com
This book discusses the risks, challenges, and opportunities of cross-border work and life
from a multidisciplinary and multilevel perspective, including (a) the individual,(b) the social …
from a multidisciplinary and multilevel perspective, including (a) the individual,(b) the social …
Cross-Border Philanthropy: Current Challenges in Corporate Governance and Financial Risk Management
FA Schurr, MJ Menichetti - Cross-Border Life and Work: Social, Economic …, 2023 - Springer
Philanthropy has gained more importance around the globe. Foundations are one of the most
chosen organizational forms to pursue philanthropic interests. Legal systems around the …
chosen organizational forms to pursue philanthropic interests. Legal systems around the …
[PDF][PDF] IMPACT INVESTING–AN ACCEPTABLE NICHE EXISTENCE?
MJ Menichetti - Scientific Programme Committee, 2019 - researchgate.net
Sustainable and socially responsible investment (SRI) strategies face high growth rates
worldwide. Although SRI strategies gained high amounts of assets under management over the …
worldwide. Although SRI strategies gained high amounts of assets under management over the …