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Dr Mike Tehranchi

Mike Tehranchi

Title of research: Hedging Portfolios in Equity Derivatives Markets

The objective of the proposed research activity is the calculation of trading strategies for an institution trying to hedge the risk of possible losses in an illiquid derivative position. Significant for this proposal is that the hedging instruments are themselves (liquid) derivative securities. The academic goal of this proposal then is to characterise, mathematically and economically, the structure of such hedging strategies within a general modelling framework.

Research Update - Report April 2016

Research Update - Report September 2015

Research Update - Report April 2015       Paper

Research Update - Report 2014

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CERF Fellow Dr. Bang Dang Nguyen - paper will be presented at the AFA Annual Meeting 2020 in San Diego

Sep 26, 2019

Political Connections and Firm Value: Evidence from Close Gubernatorial Elections, joint with Q.A. Do (SciencesPo Paris) and Yen-Teik Lee (Curtin University), is accepted and will be presented at the AFA Annual Meeting 2020 in San Diego.

CERF Scholar Shiqi Chen presented her paper at Leeds University Business School

Jun 28, 2019

Shiqi Chen presented her paper entitled “Financial Policies and Internal Governance with Heterogeneous Risk Preferences” (joint with Bart Lambrecht) in the Accounting and Finance seminar at Leeds University Business School, the Finance seminar at Essex Business School, CERF Lunch Seminar at Cambridge Judge Business School, and at the 2019 Annual Real Options Conference in London.

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