Academic Sessions


Session 29 - Hedging

Friday, August 23, 08:30 - 10:00, Room B

Chairperson: Carsten Sorensen (Copenhagen Business School)


Presentations

Hedging Non-tradable Risk with Instantaneous Forward Contracts

Rafal Wojakowski (Lancaster University)

Discussant: Antje Dudenhausen (Universität Bonn)

Hedging with Forwards and Puts in Complete and Incomplete Markets

Casper Oosterhof (University of Groningen)
Simon Benninga (Tel Aviv University)

Discussant: Rafal Wojakowski (Lancaster University)

Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions

Antje Dudenhausen (Universität Bonn)

Discussant: Marco Schulmerich (Johannes Gutenberg-Universität Mainz)

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