Prospect theory and hedging risks
Year of publication: |
2010
|
---|---|
Authors: | Broll, Udo ; Egozcue, Martín ; Wong, Wing-Keung ; Zitikis, Ričardas |
Publisher: |
Dresden : Technische Universität Dresden, Fakultät Wirtschaftswissenschaften |
Subject: | Theorie der Unternehmung | Produktion | Entscheidung bei Unsicherheit | Hedging | Prospect Theory | Preis | Risiko | Theorie | prospect theory | mean-variance model | indifference curve | price uncertainty | hedging |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 63051397X [GVK] hdl:10419/39795 [Handle] RePEc:zbw:tuddps:0510 [RePEc] |
Classification: | D01 - Microeconomic Behavior: Underlying Principles ; D03 - Behavioral Economics; Underlying Principles ; D21 - Firm Behavior ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
-
Prospect theory and hedging risks
Broll, Udo, (2010)
-
Prospect theory and hedging risks
Broll, Udo, (2010)
-
Prospect theory and two moment model: the firm under price uncertainty
Broll, Udo, (2009)
- More ...
-
Prospect theory and hedging risks
Broll, Udo, (2010)
-
Egozcue, Martín, (2014)
-
The covariance sign of transformed random variables with applications to economics and finance
Egozcue, Martín, (2011)
- More ...