Risk Exposure and Hedging

Darden Business Publishing Cases

ISSN: 2474-7890

Publication date: 20 January 2017


The concept of exposure, or uncertainty that matters, is developed as the target of hedging. Then, how to hedge that exposure–in particular, how to use regression analysis to obtain a hedging ratio–is described. The note concludes with a discussion of hedging multiple uncertainties and how to use correlations in developing a hedging strategy.



Bodily, S. and Fiedler, L. (2017), "Risk Exposure and Hedging", Darden Business Publishing Cases. https://doi.org/10.1108/case.darden.2016.000263

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University of Virginia Darden School Foundation

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