The preferred hedge instrument

DOI10.1016/S0165-1765(99)00180-9zbMATH Open1031.91043WikidataQ126352222 ScholiaQ126352222MaRDI QIDQ1606280FDOQ1606280

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

Publication date: 24 July 2002

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

expected utilityexkporting firmoptions prices

Mathematics Subject Classification ID

Cites Work

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

Cited In (4)

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

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