HEDGING AND THE COMPETITIVE FIRM UNDER AMBIGUOUS PRICE AND BACKGROUND RISK
Author:
Affiliation:
1. Faculty of Economics; Osaka Sangyo University; Japan
2. School of Economics and Finance; University of Hong Kong; Hong Kong
3. Department of Finance and Decision Sciences; Hong Kong Baptist University; Hong Kong
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/boer.12092/fullpdf
Reference45 articles.
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4. On the theory of the competitive firm under uncertainty when initial wealth is random;Chavas;Southern Economic Journal,1985
5. Commonalities in time and ambiguity aversion for long-term risks;Chesson;Journal of Risk and Uncertainty,2003
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3. A SMOOTH AMBIGUITY MODEL OF THE COMPETITIVE FIRM;Bulletin of Economic Research;2015-08-14
4. Production and Hedging Under Smooth Ambiguity Preferences;Journal of Futures Markets;2015-08-13
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