Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "505"
  #_source: array:26 [
    "id" => "505"
    "slug" => "optimal-positioning-in-the-derivative-market-review-foundations-and-trends"
    "yearMonth" => "2019-03"
    "year" => "2019"
    "title" => "Optimal Positioning in the Derivative Market: Review, Foundations, and Trends"
    "description" => "GUIOTTO, P. et RONCORONI, A. (2019). Optimal Positioning in the Derivative Market: Review, Foundations, and Trends. <i>Foundations and Trends in Technology, Information and Operations Management</i>, 12(2-3), pp. 254-279."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "RONCORONI Andrea"
        "bid" => "B00006589"
        "slug" => "roncoroni-andrea"
      ]
      1 => array:1 [
        "name" => "GUIOTTO P."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:5 [
      0 => "G32 Financial Risk and Risk Management"
      1 => """
        M11 Production management \n
        Risk management
        """
      2 => "Hedging"
      3 => "Operational risk"
      4 => "Supply chain finance"
    ]
    "updatedAt" => "2021-09-24 10:33:27"
    "publicationUrl" => "https://nowpublishers.com/article/Details/TOM-085"
    "publicationInfo" => array:3 [
      "pages" => "254-279"
      "volume" => "12"
      "number" => "2-3"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "We review the theoretical development of optimal positioning in financial derivatives for managing corporate exposure. Our primary focus is on one-period integrated financial- operational policies featuring a bespoke financial contingent claim (or portfolio of claims) and an operational control variable. We develop a unifying theoretical framework which (a) encompasses all of existing solutions in a static set-up across the areas of portfolio insurance, agricultural economics, and integrated financial-operational management, (b) provides researchers with a solid ground to either fill in gaps in the current literature and move forward towards a general theory of contingent claim origination. We also put forward pathways for future development, one based on current research problem, the other focusing on new methodological issue."
      "en" => "We review the theoretical development of optimal positioning in financial derivatives for managing corporate exposure. Our primary focus is on one-period integrated financial- operational policies featuring a bespoke financial contingent claim (or portfolio of claims) and an operational control variable. We develop a unifying theoretical framework which (a) encompasses all of existing solutions in a static set-up across the areas of portfolio insurance, agricultural economics, and integrated financial-operational management, (b) provides researchers with a solid ground to either fill in gaps in the current literature and move forward towards a general theory of contingent claim origination. We also put forward pathways for future development, one based on current research problem, the other focusing on new methodological issue."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-21T08:21:48.000Z"
    "docTitle" => "Optimal Positioning in the Derivative Market: Review, Foundations, and Trends"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/roncoroni-andrea">RONCORONI Andrea</a>, GUIOTTO P."
    "docDescription" => "<span class="document-property-authors">RONCORONI Andrea, GUIOTTO P.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2019</span>"
    "keywordList" => """
      <a href="#">G32 Financial Risk and Risk Management</a>, <a href="#">M11 Production management \n
      Risk management</a>, <a href="#">Hedging</a>, <a href="#">Operational risk</a>, <a href="#">Supply chain finance</a>
      """
    "docPreview" => "<b>Optimal Positioning in the Derivative Market: Review, Foundations, and Trends</b><br><span>2019-03 | Articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://nowpublishers.com/article/Details/TOM-085" target="_blank">Optimal Positioning in the Derivative Market: Review, Foundations, and Trends</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.124419
  +"parent": null
}