Production and hedging under correlated price and background risks
Year of publication: |
2022
|
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Authors: | Kit, Pong Wong |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 45.2022, 1, p. 241-256
|
Subject: | Background risk | Forward hedging | Production | Hedging | Theorie | Theory | Risiko | Risk | Derivat | Derivative | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection |
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