Similar Search Results

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

Hedging and the regret theory of the competitive firm

Broll, Udo; Welzel, Peter; Wong, Kit Pong - 2019

is not only risk averse but also regret averse. Regret-averse preferences are characterized by a modified utility …

Persistent link: https://www.econbiz.de/10012112834

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/10010397965

Constant relative risk aversion and form equivalence classes

Battermann, Harald L.; Broll, Udo; Wahl, Jack E. - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 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/10010958408

Banking firm and hedging over the business cycle

Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33

Persistent link: https://www.econbiz.de/10003952132

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

Hedging on forward markets with state-dependent utility

Broll, Udo - 1995

Persistent link: https://www.econbiz.de/10000916713

Optimum bank equity capital and value at risk

Broll, Udo; Wahl, Jack E. - In: Strategic management : a European approach, (pp. 69-82). 2002

Persistent link: https://www.econbiz.de/10001650430

Export and hedging decision with state-dependent utility

Broll, Udo; Eckwert, Bernhard - 1998

Persistent link: https://www.econbiz.de/10013428162

Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making

Broll, Udo; Battermann, Harald L.; Wahl, Jack E. - 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/10010296800