Hedging and the competitive firm under correlated price and background risk

DOI10.1007/s10203-012-0137-3zbMath1398.91664OpenAlexW2071593013MaRDI QIDQ2343102

Kit Pong Wong

Publication date: 4 May 2015

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-012-0137-3

zbMATH Keywords

productionhedgingexpectation dependencebackground risk

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (4)

Production and hedging under correlated price and background risks ⋮ Confidence band for expectation dependence with applications ⋮ Trade and currency options hedging model ⋮ Production and hedging in futures markets with multiple delivery specifications

Cites Work

• The firm under uncertainty: real and financial decisions
• The demand for a risky asset in the presence of a background risk
• Expectation dependence of random variables, with an application in portfolio theory
• Information, futures prices, and stabilizing speculation
• On the covariance between functions
• Standard Risk Aversion
• Some Concepts of Dependence

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