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Dynamisches Hedging
Wahl, Jack E.; Broll, Udo - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 169-178). 2006
Persistent link: https://www.econbiz.de/10003236847
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Dynamic hedging of real wealth risk
Schubert, Stefan Franz (contributor); Broll, Udo (contributor) - 2005
intertemporal utility of consumption. …
Persistent link: https://www.econbiz.de/10002740598
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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 …
Persistent link: https://www.econbiz.de/10003379506
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Utility functions of equivalent form and the effect of parameter changes on optimum decision making
Battermann, Harald L.; Broll, Udo; Wahl, Jack E. - In: Economic theory : official journal of the Society for … 34 (2008) 3, pp. 401-414
Persistent link: https://www.econbiz.de/10003607007
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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
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Constant relative risk aversion and form equivalence classes
Battermann, Harald L. - 1997
Persistent link: https://www.econbiz.de/10013388229
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Consumption, Inflation Risk and Dynamic Hedging
Schubert, Stefan Franz - 2015
's welfare in terms of the expected inter-temporal utility of consumption …
Persistent link: https://www.econbiz.de/10013016077
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Dynamic Hedging of Real Wealth Risk
Schubert, Stefan; Broll, Udo - 2005
intertemporal utility of consumption. …
Persistent link: https://www.econbiz.de/10010296789
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Reale und monetäre Außenwirtschaft : Einführung
Broll, Udo - 1993
Persistent link: https://www.econbiz.de/10000884577
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Foreign production and optimal hedging of risky revenues
Broll, Udo - 1994
Persistent link: https://www.econbiz.de/10000885070