OPTIMAL HEDGING UNDER INTERTEMPORALLY DEPENDENT PREFERENCES

被引：12

作者：

BRIYS, E

CROUHY, M

SCHLESINGER, H

机构：

来源：

关键词：

D O I：

10.2307/2328728

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1315 / 1324

页数：10

共 19 条

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ANDERSON, RW ;

DANTHINE, JP .

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BENNINGA, S ;

ELDOR, R ;

ZILCHA, I .

[3] TIME PREFERENCE AND CAPITAL-ASSET PRICING-MODELS [J].

BERGMAN, YZ .

[4] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

[5]

GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[6]

Hicks J, 1965, CAPITAL GROWTH

[7]

HO T, 1984, INTERTEMPORAL COMMOD, V39, P139

[8]

Ingersoll Jonathan E., 1987, THEORY FINANCIAL DEC

[9]

JOHNSON L, 1960, REV ECON STUD, V27, P139

[10]

LOSQ E, 1982, ECON LETT, V12, P65