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Dynamic Opportunity Set
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Hedging Demand
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Merton-Breeden hedging demand
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Wealth Certainty Equivalent
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expected utility maximization
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Attaoui, Sami
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Hedging
demand
and the certainty equivalent of wealth
Attaoui, Sami
;
Six, Pierre
- In:
Economics Bulletin
34
(
2014
)
3
,
pp. 1742-1750
This paper casts the opportunity set
hedging
demand
in terms of the certainty equivalent of wealth for an investor who …
Persistent link: https://www.econbiz.de/10010884987
Saved in:
2
Interest rate risk
hedging
demand
under a Gaussian framework
Attaoui, Sami
;
Six, Pierre
- In:
Journal of Financial Transformation
28
(
2010
),
pp. 103-107
This article analyzes the state variables Merton-Breeden
hedging
demand
for an investor endowed with a utility function …
Persistent link: https://www.econbiz.de/10008456506
Saved in:
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