Production and hedging under correlated price and background risks
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10203-021-00362-7.pdf
Reference24 articles.
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2. Crainich, D., Eeckhoudt, L.: On the intensity of downside risk aversion. J. Risk Uncertan. 36, 267–276 (2008)
3. Danthine, J.-P.: Information, futures prices, and stabilizing speculation. J. Econ. Theory 17, 79–98 (1978)
4. Edwards, R.D.: Health risk and portfolio choice. J. Bus. Econ. Stat. 26, 472–485 (2008)
5. Eeckhoudt, L., Rey, B., Schlesinger, H.: A good sign for multivariate risk taking. Manage. Sci. 53, 117–124 (2007)
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