Browsing by Subject "Financial risk management"

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Browsing by Subject "Financial risk management"

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  • 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 ...
  • 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 ...
  • 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 ...
  • Cotter, John (Institute of Bankers in Ireland, 2006)
  • Hanly, Jim ; Cotter, John (Euromoney Institutional Investor PLC., 2006-06)