Firm's hedging behavior without the expected utility hypothesis

DOI10.1016/0165-1765(86)90054-6zbMath1328.91159OpenAlexW1978730712WikidataQ57927155 ScholiaQ57927155MaRDI QIDQ899819

Zvi Safra, Itzhak Zilcha

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90054-6

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Utility theory (91B16) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• A correspondence theorem between expected utility and smooth utility
• Information, futures prices, and stabilizing speculation
• Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
• "Expected Utility" Analysis without the Independence Axiom

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