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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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