Hedging global environment risks: An option based portfolio insurance
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- André De Palma & Luc E. Leruth & Guillaume Prunier, 2012.
"Towards a Principal-Agent Based Typology of Risks in Public-Private Partnerships,"
Reflets et perspectives de la vie économique,
De Boeck Université, vol. 0(2), pages 57-73.
- André De Palma & Luc Leruth & Guillaume Prunier, 2009. "Towards a Principal-Agent Based Typology of Risks in Public-Private Partnerships," Working Papers hal-00419234, HAL.
- André De Palma & Guillaume Prunier & Luc E. Leruth, 2009. "Towards a Principal-Agent Based Typology of Risks in Public-Private Partnerships," IMF Working Papers 09/177, International Monetary Fund.
More about this item
Keywordsutility maximization; hedging; environmental asset; martingale theory;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2007-04-14 (Agricultural Economics)
- NEP-ALL-2007-04-14 (All new papers)
- NEP-BEC-2007-04-14 (Business Economics)
- NEP-ENV-2007-04-14 (Environmental Economics)
- NEP-IAS-2007-04-14 (Insurance Economics)
- NEP-UPT-2007-04-14 (Utility Models & Prospect Theory)
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