Optimal hedging under intertemporally dependent preferences
Eric Briys, Michael Crouhy, and Harris Schlesinger
| Year of publication: |
1990
|
|---|---|
| Authors: | Briys, Eric |
| Other Persons: | Crouhy, Michel (contributor) ; Schlesinger, Harris (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 45.1990, 4, p. 1315-1324
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Nutzen | Utility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001098059