scientific article; zbMATH DE number 1786006

MaRDI QIDQ4547336zbMATH OpenFDO

Authors Donald Lien

Publication date 26 September 2002

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)

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

Cited in

(1)

• Firm's hedging behavior without the expected utility hypothesis

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