Similar Search Results

Managing revenue risk of the firm : commodity futures and options

Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10011723267

Imperfect forward markets and hedging

Broll, Udo; Kit, Pong Wong - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 1, pp. 143-154

Persistent link: https://www.econbiz.de/10001669436

Optimum full-hedging under state-dependent preferences

Broll, Udo; Kit, Pong Wong - In: The quarterly review of economics and finance : journal … 42 (2002) 5, pp. 937-943

Persistent link: https://www.econbiz.de/10001719223

Prospect theory and two moment model: the firm under price uncertainty

Broll, Udo; Egozcue, Martin; Wong, Wing Keung - 2009

Within the prospect theory the paper examines production and hedging decisions of a competitive firm under price … theory, mean-variance model, price uncertainty …

Persistent link: https://www.econbiz.de/10003841926

Prospect theory and hedging risks

Broll, Udo; Egozcue, Martín; Wong, Wing Keung; … - 2010

. For example, the nature of monotonicity of the indifference curve depends on the underlying mean. Price hedging decisions …. -- Prospect theory ; mean-variance model ; indifference curve ; price uncertainty ; hedging …

Persistent link: https://www.econbiz.de/10003980000

The firm under uncertainty : real and financial decisions

Broll, Udo; Kit, Pong Wong - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 2, pp. 125-136

Persistent link: https://www.econbiz.de/10010195624

The firm under uncertainty : capital structure and background risk

Broll, Udo; Wong, Keith K.P. - 2010

This paper examines the interplay between the real and financial decisions of the competitive firm under output price …. -- Background risk ; Capital structure ; Price uncertainty …

Persistent link: https://www.econbiz.de/10003971039

Price risk and risk management in agriculture

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Contemporary economics 7 (2013) 2, pp. 17-20

This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price …

Persistent link: https://www.econbiz.de/10009770293

Market risk : exponential weighting in the value-at-risk calculation

Broll, Udo; Förster, Andreas - 2020

When measuring market risk, credit institutions and Alternative Investment Fund Managers may deviate from equally weighting historical data in their Value-at-Risk calculation and instead use an exponential time series weighting. The use of exponential weighting in the Value-at-Risk calculation...

Persistent link: https://www.econbiz.de/10012285469

Market risk, value-at-risk and exponential weighting

Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10013369763