Allais, Ellsberg, and Preferences for Hedging

SSRN Electronic Journal
doi 10.2139/ssrn.2643353
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

A Contextual Risk Model for the Ellsberg Paradox

Journal of Engineering Science and Technology Review
Engineering
2011English

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance
EconomicsEconometricsFinance
2015English

Ellsberg Revisited: An Experimental Study

Econometrica
EconomicsEconometrics
2007English

The Ellsberg 'Problem' and Implicit Assumptions Under Ambiguity

2011English

Hedging Ratio Measurement Methods and Hedging Effectiveness in Jakarta Futures Exchanges

Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan
2017English

Liquidity Management and Corporate Demand for Hedging and Insurance

Journal of Financial Intermediation
EconomicsEconometricsFinance
2011English

Prospect Theory and Hedging Risks

SSRN Electronic Journal
2010English

Alternative Neural Network Approach for Option Pricing and Hedging

SSRN Electronic Journal
2003English

Managerial Hedging and Portfolio Monitoring

Journal of the European Economic Association
EconomicsEconometricsFinance
2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy