Financial hedging and competitive strategy for value-maximizing firms under quantity competition

DOI10.1007/S10479-017-2637-6zbMath1391.91161OpenAlexW2765184245MaRDI QIDQ1639300

Lap Keung Chu, Jian Ni, Shoude Li

Publication date: 12 June 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2637-6

zbMATH Keywords

Nash equilibriumrisk managementfinancial hedginggames theory

Mathematics Subject Classification ID

Applications of game theory (91A80) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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• On the Integration of Production and Financial Hedging Decisions in Global Markets
• Risk Aversion in Inventory Management
• Monotone Comparative Statics under Uncertainty
• Supply Contracts with Financial Hedging
• Optimal Control and Hedging of Operations in the Presence of Financial Markets
• Generalized Nash equilibrium problems

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