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Indirect hedging of foreign currency exposure

Wahl, Jack E.; Broll, Udo; Zilcha, Itzhak - 1994

Persistent link: https://www.econbiz.de/10000885071

Exports and indirect hedging of foreign currency risk

Broll, Udo; Eckwert, Bernhard - 1997

Persistent link: https://www.econbiz.de/10000633895

Konsumerwartungen, Konjunktur und Risikomärkte

Broll, Udo; Wahl, Jack E. - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 8, pp. 442-444

Persistent link: https://www.econbiz.de/10003742665

The competitive firm under price uncertainty : the role of information and hedging

Broll, Udo; Eckwert, Bernhard - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10003771578

A strategic approach to financial options

Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2006

To explain the strategic dimension in pricing options, it will be helpful to go back to the heart of the idea behind the concept of an option: options open up the possibility to postpone current decisions to a future point of time. Because of this flexibility additional information and new...

Persistent link: https://www.econbiz.de/10003315148

Modelling information and hedging : the exporting firm

Broll, Udo; Eckwert, Bernhard - In: Economic modelling 26 (2009) 5, pp. 974-977

Persistent link: https://www.econbiz.de/10003871240

The firm under uncertainty : capital structure and background risk

Broll, Udo; Wong, Keith K.P. - 2010

This paper examines the interplay between the real and financial decisions of the competitive firm under output price uncertainty. The firm faces additional sources of uncertainty that are aggregated into a background risk. We show that the firm always chooses its optimal debt-equity ratio to...

Persistent link: https://www.econbiz.de/10003971039

Prospect theory and hedging risks

Broll, Udo; Egozcue, Martín; Wong, Wing Keung; … - 2010

The prospect theory is one of the most popular decision-making theories. It is based on the S-shaped utility function …, unlike the von Neumann and Morgenstern (NM) theory, which is based on the concave utility function. The S-shape brings in … mathematical challenges: simple extensions and generalizations of NM theory into the prospect theory cannot be frequently achieved …

Persistent link: https://www.econbiz.de/10003980000

Banking firm and hedging over the business cycle

Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33

Persistent link: https://www.econbiz.de/10003952132

The competitive firm under price uncertainty : the role of information and hedging

Broll, Udo (contributor); Eckwert, Bernhardt (contributor) - 2007

We study the impact of transparency in a commodity market on the decision problem of a competitive firm under price uncertainty and hedging opportunities. Market transparency is modeled by means of the informational content of publicly observable signals which are correlated with the random...

Persistent link: https://www.econbiz.de/10003581734