Browsing by Subject "Financial risk management"

Now showing items 1-5 of 5

Absolute return volatility

Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2004)

In recent years the finance industry from an academic and practitioner perspective has placed heavy emphasis on the analysis of volatility models. This is understandable given the importance that volatility plays for ...
Absolute return volatility

Cotter, John (Risk Magazine Limited, 2006-06)

Volatility modelling is a key issue for the finance industry from an academic and practitioner perspective. This is understandable given the importance that volatility plays in risk management and the development of accurate ...
Downside Risk and the Energy Hedger’s Horizon

Conlon, Thomas ; Cotter, John (University College Dublin Geary Institute, 2012-08)

In this paper, we explore the impact of investor time-horizon on an optimal downside hedged energy portfolio. Previous studies have shown that minimum-variance hedging effectiveness improves for longer horizons using variance ...
The growth of financial risk management

Cotter, John (Institute of Bankers in Ireland, 2006)
Hedging your bets

Hanly, Jim ; Cotter, John (Euromoney Institutional Investor PLC., 2006-06)