Corporate financial hedging with proprietary information

DOI10.1016/0022-0531(91)90156-XzbMath0714.90005OpenAlexW2133443074MaRDI QIDQ751452

Peter M. DeMarzo, J. Darrell Duffie

Publication date: 1991

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(91)90156-x

zbMATH Keywords

financial hedging

Mathematics Subject Classification ID

General equilibrium theory (91B50) Corporate finance (dividends, real options, etc.) (91G50)

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Corporate hedging: an answer to the ``how question ⋮ Adjusting stacked-hedge ratios for stochastic convenience yield: a minimum variance approach ⋮ An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets

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