scientific article; zbMATH DE number 1786006

zbMATH Open1022.91035MaRDI QIDQ4547336FDOQ4547336

Authors: Donald Lien 

Publication date: 26 September 2002

Title of this publication is not available (Why is that?)

Recommendations

• Firm's hedging behavior without the expected utility hypothesis
• Optimal hedging and equilibrium in a dynamic futures market
• Optimal hedging in the futures market under price uncertainty
• Production and hedging in futures markets with multiple delivery specifications
• Production and hedging decisions in futures and forward markets

zbMATH Keywords

loss aversionknightian uncertaintyfutures and forward contracts

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Production theory, theory of the firm (91B38)

Cited In (1)

• Firm's hedging behavior without the expected utility hypothesis

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4547336)