Optimal foreign exchange risk hedging : closed form solutions maximizing Leontief utility function
Yun-Yeong Kim
| Year of publication: |
October 2018
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|---|---|
| Authors: | Kim, Yun-Yeong |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 14, p. 2893-2913
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| Subject: | Foreign Exchange | Risk | Optimal Hedging | Closed Form Solution | Hedging | Theorie | Theory | Währungsrisiko | Exchange rate risk | Nutzenfunktion | Utility function | Risiko | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.814181 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011952573