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The Demand for Hedging with Futures and Options
16 references·0 citing·43 second hop
The Demand for Hedging with Futures and Options (2001)The Demand for Hedging with Futures and O…Theory of games and economic behavior (2019)Theory of games and economic …Two-Moment Decision Models and Expected Utility Maximization (2016)Two-Moment Decision Models an…Hedge effectiveness: Basis risk and minimum-variance hedging (2000)Hedge effectiveness: Basis ri…RELAXING THE ASSUMPTIONS OF MINIMUM-VARIANCE HEDGING (1996)RELAXING THE ASSUMPTIONS OF M…What is the Opportunity Cost of Mean-Variance Investment Strategies? (1993)What is the Opportunity Cost …Optimal hedging in a futures market with background noise and basis risk (1993)Optimal hedging in a futures …International trade and exchange rate volatility (1992)International trade and excha…Hedging Price Risk with Options and Futures for the Competitive Firm with Production Flexibility (1992)Hedging Price Risk with Optio…Hedge effectiveness: Basis risk and minimum‐variance hedging (1992)Hedge effectiveness: Basis ri…Production and hedging decisions in the presence of basis risk (1989)Production and hedging decisi…Risk, Futures Pricing, and the Organization of Production in Commodity Markets (1988)Risk, Futures Pricing, and th…Interpretation and Transformation of Scale for the Pratt-Arrow Absolute Risk Aversion Coefficient: Implications for Stochastic Dominance (1985)Interpretation and Transforma…Determination of the Recommended Hedging Ratio (1983)Determination of the Recommen…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Theory of Games and Economic Behavior. (1945)Theory of Games and Economic …Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory. (1939)The relation between forward prices and futures prices (1981)The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)Determinants of Hedging and Risk Premia in Commodity Futures Markets (1989)Treasury Management Model with Foreign Exchange Exposure (2005)On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures (2015)The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Speculation in Commodity Futures (1976)The Hedging Performance of the New Futures Markets (1979)Hedging effectiveness of stock index futures (2004)Handling Weather Related Risks Through the Financial Markets: Considerations of Credit Risk, Basis Risk, and Hedging (2007)Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets (2008)Safety First and Hedging (1955)Comparison of analytical approaches for estimating hedge ratios for agricultural commodities (1987)Perceptions of Marketing Strategies: Producers vs. Extension Economists (1997)Commodity futures markets: a survey (1999)An Empirical Test of Utility vs. Profit Maximization in Agricultural Production (1974)Risk Aversion in the Small and in the Large (1976)OBTAINING LOWER AND UPPER BOUNDS ON THE VALUE OF SEASONAL CLIMATE FORECASTS AS A FUNCTION OF RISK PREFERENCES (1988)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Generalized Stochastic Dominance: An Empirical Examination (1990)Risk Preferences and Contracting In the U.S. Hog Industry (1994)The effect of exchange rate uncertainty on the prices and volume of international trade (1978)Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk (1987)Real-Financial Linkages Among Open Economies (1987)Real Exchange Rate Volatility and International Trade: A Reexamination of the Theory (1993)Nonlinear effects of exchange rate volatility on the volume of bilateral exports (2003)Effect of exchange rate volatility on trade in Sub-Saharan Africa☆ (2018)A Theory of the Welfare State (1994)What You Don't Know About Customer-Perceived Quality: The Role of Customer Expectation Distributions (1999)Ex Post Liability for Harm vs. Ex Ante Safety Regulation: Substitutes or Complements? (2018)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)The Theory of Political Ambiguity (1976)Games and economic behavior (1989)Linear utility theory for belief functions (1989)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 2016Two-Moment Decision Models and Expected Utility Maximization590 cited
  • 1945Theory of Games and Economic Behavior.320 cited
  • 1992International trade and exchange rate volatility259 cited
  • 1985Interpretation and Transformation of Scale for the Pratt-Arrow Absolute Risk Aversion Coefficient: Implications for Stochastic Dominance140 cited
  • 1983Determination of the Recommended Hedging Ratio123 cited
  • 1988Risk, Futures Pricing, and the Organization of Production in Commodity Markets100 cited
  • 2000Hedge effectiveness: Basis risk and minimum-variance hedging80 cited
  • 1996RELAXING THE ASSUMPTIONS OF MINIMUM-VARIANCE HEDGING79 cited
  • 1993What is the Opportunity Cost of Mean-Variance Investment Strategies?78 cited
  • 1993Optimal hedging in a futures market with background noise and basis risk70 cited
  • 1992Hedging Price Risk with Options and Futures for the Competitive Firm with Production Flexibility63 cited
  • 1992Hedge effectiveness: Basis risk and minimum‐variance hedging

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56 cited
  • 1989Production and hedging decisions in the presence of basis risk45 cited
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