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A note on risky targets and effort
Kit, Pong Wong - In: Insurance / Mathematics & economics 73 (2017), pp. 27-30
Persistent link: https://www.econbiz.de/10011702039
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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
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Export and hedging decisions under correlated revenue and exchange rate risk
Kit, Pong Wong - In: Bulletin of economic research 67 (2015) 4, pp. 371-381
Persistent link: https://www.econbiz.de/10011396488
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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
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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
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Production and futures hedging with state-dependent background risk
Kit, Pong Wong - In: International review of economics & finance : IREF 24 (2012), pp. 177-184
Persistent link: https://www.econbiz.de/10009690210
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International trade and hedging under joint price and exchange rate uncertainty
Kit, Pong Wong - In: International review of economics & finance : IREF 27 (2013), pp. 160-170
Persistent link: https://www.econbiz.de/10009740836
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Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
achieved from the existence of risk sharing markets are the separationtheorem and the and full-hedging theorem. This note … examines the optimalproduction for exports and hedging decisions of a risk-averse rm facing bothhedgeable exchange rate risk … and non-hedgeable (background) risk. While theseparation property holds in this context, the full-hedging property does …
Persistent link: https://www.econbiz.de/10012514017
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Production and hedging under correlated price and background risks
Kit, Pong Wong - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 241-256
Persistent link: https://www.econbiz.de/10013380548
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Greater Arrow-Pratt (absolute) risk aversion of higher orders
Liu, Liqun; Kit, Pong Wong - In: Journal of mathematical economics 82 (2019), pp. 112-124
Persistent link: https://www.econbiz.de/10012105816