Similar Search Results - EconBiz

Prospect theory and hedging risks

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

The prospect theory is one of the most popular decision-making theories. It is based on the S-shaped utility function, unlike the von Neumann and Morgenstern (NM) theory, which is based on the concave utility function. The S-shape brings in mathematical challenges: simple extensions and...

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

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 …,sigma)-preference. In contrast to the literature our findings show that the production under uncertainty can be larger than in the certainty …

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

Auslandsproduktion und Wechselkursrisiko : eine einfache theoretische Analyse

Broll, Udo; Gilroy, Bernard Michael - 1986

Persistent link: https://www.econbiz.de/10004214608

Foreign production and optimal hedging of risky revenues

Broll, Udo - 1994

Persistent link: https://www.econbiz.de/10000885070

International production, investment and borrowing with exchange rate risk and futures markets

Broll, Udo; Zilcha, Itzhak - 1993

Persistent link: https://www.econbiz.de/10000857333

Export flexibility

Broll, Udo - 1993

Persistent link: https://www.econbiz.de/10000869242

Export production, capital markets and hedging

Broll, Udo - 1993

Persistent link: https://www.econbiz.de/10000877310

Export decision and risk sharing markets

Broll, Udo - 1993

Persistent link: https://www.econbiz.de/10000877312

Foreign production and forward markets

Broll, Udo - 1994

Persistent link: https://www.econbiz.de/10000879610

Foreign production and forward markets

Broll, Udo - 1994 - Rev. version

Persistent link: https://www.econbiz.de/10000412459

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