Hedging under output price randomness
1988
Meyer, J. | Robison, L.J.
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.
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书目信息
American journal of agricultural economics
卷
70
期
2
页码
268
- 272
ISSN
0002-9092
其它主题
Expected utility analysis; Portfolios; United states
语言
英语
类型
Journal Article; Text
2024-02-27
MODS
