Hedging with regret
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Cited by:
- Korn, Olaf & Merz, Alexander, 2016. "How to hedge if the payment date is uncertain?," CFR Working Papers 07-14 [rev.], University of Cologne, Centre for Financial Research (CFR).
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More about this item
Keywords
regret aversion; risk management; hedging; derivatives;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2016-10-09 (Corporate Finance)
- NEP-RMG-2016-10-09 (Risk Management)
- NEP-UPT-2016-10-09 (Utility Models & Prospect Theory)
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