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Hedging under an expected loss constraint with small transaction costs
Bouchard, Bruno, (2014)
Arbitage, Erwartungen und Hedging auf Finanzmärkten : eine mikroökonomische Analyse
Jakobs, Wolfgang, (1997)
A rational foundation for wishful exchange rate forecasts
Beckman, Steven R., (1994)
The forward-looking competitive firm under uncertainty
Lence, Sergio H., (1998)
The empirical minimum-variance hedge
Lence, Sergio H., (1994)
Multiperiod production with forward and option markets