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Cournot oligopoly and systematic risk

Kit, Pong Wong - In: Journal of economics & business 47 (1995) 4, pp. 385-395

Persistent link: https://www.econbiz.de/10001191356

Econometric specification of the risk neutral valuation model

Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997

Persistent link: https://www.econbiz.de/10000975624

Econometric specification of the risk neutral valuation model

Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997

Persistent link: https://www.econbiz.de/10000976110

Efficiency wages and futures markets

Broll, Udo; Kit, Pong Wong - 1999

Persistent link: https://www.econbiz.de/10001362997

Background risk and the theory of the competitive firm under uncertainty

Kit, Pong Wong - In: Bulletin of economic research 48 (1996) 3, pp. 241-251

Persistent link: https://www.econbiz.de/10001204131

The impact of inflation risk on forward trading and production

Broll, Udo; Kit, Pong Wong - 2014

This note examines the behavior of a competitive firm that faces joint price and inflation risk. Given that the price risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for an overhedge if the firm's coefficient of relative risk...

Persistent link: https://www.econbiz.de/10011521691