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~person:"Cotter, John"
~person:"Kallsen, Jan"
~person:"Li, Chen"
~subject:"Risikoaversion"
~type_genre:"Article in journal"
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Search: subject:"Hedging"
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Risikoaversion
Hedging
19
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Cotter, John
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6
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3
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ECONIS (ZBW)
7
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1
Randomize at your own risk : on the observability of ambiguity aversion
Baillon, Aurélien
;
Halevy, Yoram
;
Li, Chen
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
3
,
pp. 1085-1107
Persistent link: https://www.econbiz.de/10013279524
Saved in:
2
Belief hedges : measuring ambiguity for all events and all models
Baillon, Aurélien
;
Bleichrodt, Han
;
Li, Chen
;
Wakker, …
- In:
Journal of economic theory
198
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012818813
Saved in:
3
Commodity futures
hedging
, risk aversion and the
hedging
horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
4
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
5
Performance of utility based hedges
Cotter, John
;
Hanly, Jim
- In:
Energy economics
49
(
2015
),
pp. 718-726
Persistent link: https://www.econbiz.de/10011537271
Saved in:
6
A utility based approach to energy
hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
34
(
2012
)
3
,
pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
Saved in:
7
Time-varying risk aversion : an application to energy
hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
32
(
2010
)
2
,
pp. 432-441
Persistent link: https://www.econbiz.de/10003954644
Saved in:
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