Price and hedging policy: The case of an intertemporarily risk averse bank

DOI10.1016/S0165-1765(01)00385-8zbMath0999.91035MaRDI QIDQ5941247

Joachim Jaenicke

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

hedgingseparationbanking firminterest rate risknon-separable utility

Mathematics Subject Classification ID

Cites Work

• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• INTERNATIONAL PRODUCTION, INVESTMENT AND BORROWING WITH EXCHANGE RATE RISK AND FUTURES MARKETS

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