Pages that link to "Item:Q751449"
From MaRDI portal
The following pages link to Optimal hedging and equilibrium in a dynamic futures market (Q751449):
Displaying 32 items.
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Optimal hedging in the futures market under price uncertainty (Q374856) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- From hedging to speculation -- an explanation based on prospect theory (Q732795) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- On the qualitative properties of futures market equilibrium (Q1080761) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Capital constraints and optimal hedging in factor markets (Q1332921) (← links)
- Dynamic price formation in a futures market via double auctions (Q1341511) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Optimal futures innovation in a dynamic economy: The discrete-time case (Q1367903) (← links)
- Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)
- Preference-free optimal hedging using futures (Q1606431) (← links)
- Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Optimal trading of a basket of futures contracts (Q2191860) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Static hedging with uncertain quantity and departure from the cost-of-carry valuation (Q2431936) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- On a class of optimization problems emerging when hedging with short term futures contracts (Q2482688) (← links)
- Dynamic optimal hedge ratio design when price and production are stochastic with jump (Q2675247) (← links)
- Critical path for an optimal hedging strategy (Q2869158) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- (Q3537907) (← links)
- The structure of optimal investment strategy on the futures market (Q4232359) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)