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Optimal hedging under intertemporally dependent preferences
Briys, Eric - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1315-1324
Persistent link: https://www.econbiz.de/10001098059
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An intertemporal model of consumption and hedging
Briys, Eric
Persistent link: https://www.econbiz.de/10001273592
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric - In: European economic review : EER 37 (1993) 5, pp. 949-960
Persistent link: https://www.econbiz.de/10001147388
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The pricing of forward-starting Asian options
Bouaziz, Laurent - In: Journal of banking & finance 18 (1994) 5, pp. 823-839
Persistent link: https://www.econbiz.de/10001174025
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The pricing of default-free interest rate cap, floor, and collar agreements
Briys, Eric - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1879-1892
Persistent link: https://www.econbiz.de/10001115509
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Hedging versus speculating with interest rate futures
Briys, Eric
Persistent link: https://www.econbiz.de/10001273584
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Reliability of risk management : market insurance, self-insurance and self-protection reconsidered
Briys, Eric - In: The Geneva papers on risk and insurance theory 16 (1991) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10001134229
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Risk aversion and the propensities for self-insurance and self-protection
Briys, Eric - In: Southern economic journal 57 (1990) 2, pp. 458-467
Persistent link: https://www.econbiz.de/10001095898
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More on insurance as a Giffen good
Briys, Eric - In: Journal of risk and uncertainty : JRU 2 (1989) 4, pp. 415-420
Persistent link: https://www.econbiz.de/10001098295
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Valuing risky fixed rate debt : an extension
Briys, Eric - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 239-248
Persistent link: https://www.econbiz.de/10001224462