New publication: “Pricing and issuance dependencies in SFP portfolios”

The paper “Pricing and issuance dependencies in SFP portfolios” has been accepted for publication in the Journal of Futures Markets. The paper studies pricing and issuance dependencies in a sample of structured financial products. The study provides evidence that beyond conventional hedging, cross-pricing and cross-issuance of warrants and discount certificates contributes to risk reductions. Consequently, these play an important role as risk management tools. Link