References

• 1990Precautionary Saving in the Small and in the Large1,850 cited
• 1989Precautionary Saving in the Small and in the Large1,498 cited
• 1991Standard Risk Aversion851 cited
• 1978Information, futures prices, and stabilizing speculation391 cited
• 1979Hedging and the Competitive Firm under Price Uncertainty390 cited
• 2001Optimal positioning in derivative securities382 cited
• 2003Energy and power risk management : new developments in modeling, pricing and hedging347 cited
• 1980Futures Markets and the Theory of the Firm Under Price Uncertainty267 cited
• 2002How Firms Should Hedge175 cited
• 1993Labor income, borrowing constraints, and equilibrium asset prices159 cited
• 2005Forward curve dynamics in the Nordic electricity market140 cited
• 1999Optimal Risk Management Using Options128 cited
• 2005Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power Sector99 cited
• 2005Risk measure pricing and hedging in incomplete markets91 cited
• 1993Optimal Investment With Undiversifiable Income Risk71 cited
• 2002Currency hedging with options and futures