Optimal hedging under intertemporally dependent preferences
Year of publication: |
1990
|
---|---|
Authors: | Briys, Eric |
Other Persons: | Crouhy, Michel (contributor) ; Schlesinger, Harris (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 45.1990, 4, p. 1315-1324
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Nutzen | Utility | Theorie | Theory |
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