SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal Hedging under Intertemporally Dependent Preferences
16 references·1 citing·32 second hop
Optimal Hedging under Intertemporally Dependent Preferences (1990)Optimal Hedging under Intertemporally Dep…Aspects of Rational Insurance Purchasing (1992)Aspects of Rational Insurance…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Optimal Hedging Policies (1984)Optimal Hedging PoliciesThe Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Varia…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…The Theory of Hedging and Speculation in Commodity Futures (1976)The Theory of Hedging and Spe…The Simultaneous Determination of Spot and Futures Prices (1976)The Simultaneous Determinatio…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Optimal Growth with Intertemporally Dependent Preferences (1973)Optimal Growth with Intertemp…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Capital and growth (1971)Capital and growthLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Optimal Insurance Coverage (1968)Optimal Insurance CoverageAspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Spe…Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (2015)Dynamic speculation and hedgi…The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Determinants of Firms' Hedging Policies (1985)The theory of financial intermediation (1997)The dark side of diversification: The case of US financial holding companies (2005)CEOs versus CFOs: Incentives and corporate policies (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Hedging and the Competitive Firm under Price Uncertainty (1979)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Background Risk, Prudence, and the Demand for Insurance (1992)The Design of an Optimal Insurance Policy (1992)The Demand for Flood Insurance: Empirical Evidence (2000)On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios (2007)Crude oil hedging strategies using dynamic multivariate GARCH (2011)The hedging effect of green bonds on carbon market risk (2020)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1984Optimal Hedging Policies939 cited
  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1976The Theory of Hedging and Speculation in Commodity Futures660 cited
  • 1960The Theory of Hedging and Speculation in Commodity Futures617 cited
  • 1992Aspects of Rational Insurance Purchasing609 cited
  • 1973Optimal Growth with Intertemporally Dependent Preferences593 cited
  • 1971Capital and growth567 cited
  • 1980The Determinants of the Variability of Stock Market Prices511 cited
  • 1976The Simultaneous Determination of Spot and Futures Prices414 cited
  • 1968Optimal Insurance Coverage

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

258 cited

Cited by

  • 2015Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield22 cited