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Financial risk taking in the presence of correlated non-financial background risk

Chiu, W. Henry - In: Journal of mathematical economics 88 (2020), pp. 167-179

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Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization

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Risk aversion with two risks : a theoretical extension

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Precautionary paying for stochastic improvements under background risks

Wang, Hongxia; Wang, Jianli; Li, Jingyuan; Xia, Xinping - In: Insurance / Mathematics & economics 64 (2015), pp. 180-185

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A risk index model for uncertain portfolio selection with background risk

Huang, Xiaoxia; Jiang, Guowei; Gupta, Pankaj; Mehlawat, … - In: Computers & operations research : and their … 132 (2021), pp. 1-15

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Export under risk and expectation dependence

Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021

access to a number of risk sharingmarkets that have an efficient risk management role. Two of the most strikingresults … 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 …

Persistent link: https://www.econbiz.de/10012514017