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
其它主题
Portfolios; United states; Expected utility analysis
语言
英语
类型
Journal Article; Text
2024-02-27
2026-02-03
MODS