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Futures hedging with basis risk and expectation dependence

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: International review of economics : journal of civil economy 62 (2015) 3, pp. 213-221

Persistent link: https://www.econbiz.de/10011391637

Constant relative risk aversion and form equivalence classes

Battermann, Harald L.; Broll, Udo; Wahl, Jack E. - 1997

We derive a class of utility functions that are equivalent with respect to a well-defined functional form. We apply a …

Persistent link: https://www.econbiz.de/10009675762

Constant relative risk aversion and form equivalence classes

Battermann, Harald L. - 1997

Persistent link: https://www.econbiz.de/10013388229

Utility functions of equivalent form and the effect of parameter changes on optimum decision making

Battermann, Harald L. (contributor); Broll, Udo (contributor) - 2006

We derive a class of utility functions that are equivalent with respect to a well-defined functional form. We study the … determine the, possibly infinite, number of equivalence classes when utility functions satisfy a specific form. Then we apply …