Firm's hedging behavior without the expected utility hypothesis

DOI10.1016/0165-1765(86)90054-6zbMath1328.91159WikidataQ57927155 ScholiaQ57927155MaRDI QIDQ899819

Itzhak Zilcha, Zvi Safra

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90054-6

Mathematics Subject Classification ID

91B38: Production theory, theory of the firm

91B16: Utility theory

91G20: Derivative securities (option pricing, hedging, etc.)