• Indices  
  • News  
  • Research  
  • Resources  

Please Login/ Register to see your References List.


Search Result

Jun. 11,2018 A Mathematical Approach to Risk Hedging That Works

Academic research shows the Bayesian Change Point method can detect regime changes in markets, improving risk-adjusted returns.

Feb. 18,2016 Managing the secured versus unsecured basis risk: Hedging with a secure benchmark

As uncertainties in the repo market persist, more precise and tailored hedging instruments should become increasingly appealing.