An expected utility analysis of a frequently studied hedging model is carried out using mean-standard deviation modeling techniques. This is possible because the hedging model satisfies a location and scale condition. As a result, one can simplify the proofs of, and provide more intuition for results concerning hedging developed using only expected utility techniques.
Mostrar más [+] Menos [-]Palabras clave de AGROVOC
Información bibliográfica
Este registro bibliográfico ha sido proporcionado por National Agricultural Library