Browsing College of Business and Law by Subject "Risk"

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Clearinghouses and margin setting with different risk measures

Cotter, John ; Dowd, Kevin (Centre of Economic and International Studies, 2005)
Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

Conlon, Thomas ; Gençay, Ramazan ; Cotter, John (UCD Geary Institute, 2012)

This paper examines the impact of investor preferences on the optimal futures hedging strategy and associated hedging performance. Explicit risk aversion levels are often overlooked in hedging analysis. Applying a ...
Extreme risk For global equity markets

Cotter, John (Irish Economic Association, 2003)
Extreme risk in Asian equity markets

Cotter, John (2007-02-29)

Extreme price movements associated with tail returns are catastrophic for all investors and it is necessary to make accurate predictions of the severity of these events. Choosing a time frame associated with large financial ...