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Risk aversion, disappointment aversion, and futures hedging
Lien, Da-hsiang Donald; Wang, Yaqin - In: The journal of futures markets 22 (2002) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001646603
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A note on loss aversion and futures hedging
Lien, Da-hsiang Donald - In: The journal of futures markets 21 (2001) 7, pp. 681-692
Persistent link: https://www.econbiz.de/10001588273
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Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng - In: The journal of futures markets 36 (2016) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
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Production and hedging under smooth ambiguity preferences
Kit, Pong Wong - In: The journal of futures markets 36 (2016) 5, pp. 506-518
Persistent link: https://www.econbiz.de/10011568447
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Recovering subjective probability distributions
Yamazaki, Akira - In: The journal of futures markets 42 (2022) 7, pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943
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Speculation or hedging? : options trading prior to FOMC announcements
Jiang, George J.; Pan, Guanzhong - In: The journal of futures markets 42 (2022) 2, pp. 212-230
Persistent link: https://www.econbiz.de/10012817855
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Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond - In: The journal of futures markets 44 (2024) 4, pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
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Derivative disclosures and managerial opportunism
He, Guanming; Ren, Helen Mengbing - In: The journal of futures markets 44 (2024) 3, pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
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Pricing real options under the constant elasticity of variance diffusion
Dias, José Carlos; Nunes, Joaõ Pedro Vidal - In: The journal of futures markets 31 (2011) 3, pp. 230-250
Persistent link: https://www.econbiz.de/10008908403
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Valuing seller-defaultable options
Lu, Jin-ray; Chen, Yi-chun; Hwang, Chih-chiang; Ting, … - In: The journal of futures markets 33 (2013) 2, pp. 129-157
Persistent link: https://www.econbiz.de/10009699452