The preferred hedge instrument

DOI10.1016/S0165-1765(99)00180-9MaRDI QIDQ1606280zbMATH OpenWikidataFDO

Authors Harald L. Battermann, Michael Braulke, Udo Broll, Jörg Schimmelpfennig

Publication date 24 July 2002

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

expected utilityexkporting firmoptions prices

Mathematics Subject Classification ID

Recommendations

• Preference-free optimal hedging using futures
• Optimal hedging in the futures market under price uncertainty
• The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk
• Dynamic currency futures and options hedging model
• Hedging and the competitive firm under ambiguous price and background risk

Cites work

• The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

Cited in

(4)

• The optimal multi-period hedging model of currency futures and options with exponential utility
• Preference-free optimal hedging using futures
• The cheapest hedge.
• Hedging the exchange rate risk for international portfolios

This page was built for publication: The preferred hedge instrument

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1606280)