Narrow search
Showing 1 - 10 of 108,765
Cover Image
What to do if a dollar is not a dollar? : the impact of inflation risk on production and risk management
Adam-Müller, Axel F. A. - 2001
Persistent link: https://www.econbiz.de/10011544234
Cover Image
What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management
Adam-Müller, Axel F. A. - 2001
Persistent link: https://www.econbiz.de/10010324059
Cover Image
What to do if a dollar is not a dollar? : The impact of inflation risk on production and risk management
Adam-Müller, Axel F. A. - 2001
Persistent link: https://www.econbiz.de/10001635450
Cover Image
The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F. A.; Kit, Pong Wong - 2002
additional delivery risk on hedgers. This paper derives the optimal production and futures hedging strategy for a risk …
Persistent link: https://www.econbiz.de/10011544373
Cover Image
The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F. A.; Wong, Kit Pong - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2002
additional delivery risk on hedgers. This paper derives the optimal production and futures hedging strategy for a risk …
Persistent link: https://www.econbiz.de/10005738868
Cover Image
The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F. A.; Wong, Kit Pong - 2002
additional delivery risk on hedgers. This paper derives the optimal production and futures hedging strategy for a risk …
Persistent link: https://www.econbiz.de/10010324071
Cover Image
The impact of delivery risk on optimal production and futures hedging
Adam-Müller, Axel F. A.; Kit, Pong Wong - 2002
Persistent link: https://www.econbiz.de/10001683741
Cover Image
On social preferences and the intensity of risk aversion
Stark, Oded - 2018
We study the relative risk aversion of an individual with particular social preferences: his wellbeing is influenced by his relative wealth, and by how concerned he is about having low relative wealth. Holding constant the individual's absolute wealth, we obtain two results. First, if the...
Persistent link: https://www.econbiz.de/10011963547
Cover Image
On Social Preferences and the Intensity of Risk Aversion
Stark, Oded - 2019
We study the relative risk aversion of an individual with particular social preferences: his wellbeing is influenced by his relative wealth, and by how concerned he is about having low relative wealth. Holding constant the individual's absolute wealth, we obtain two results. First, if the...
Persistent link: https://www.econbiz.de/10012059153
Cover Image
Simulating the market coefficient of relative risk aversion
Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent Economics & Finance 2 (2014) 1, pp. 1-7
In this paper, expected utility, defined by a Taylor series expansion around expected wealth, is maximized. The coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The following parameters are varied: the riskless return, the...
Persistent link: https://www.econbiz.de/10011559141