English, Article edition: Simultaneous output and input hedging: a decision analysis Moawia Alghalith

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Bookmark: http://trove.nla.gov.au/version/30825
Physical Description
  • article
Language
  • English

Edition details

Title
  • Simultaneous output and input hedging: a decision analysis
Author
  • Moawia Alghalith
Physical Description
  • article
Notes
  • Purpose – The purpose of this paper is to present a realistic hedging model. Design/​methodology/​approach – The paper uses a general utility function, general distributions, and a multiple-input technology. Findings – The study finds that the impact of one or both risks on the optimal output, hedge, or hedge ratio is determined by the market structure of one or both forward pieces. Originality/​value – This is the first paper that uses a general, complete, and realistic hedging model.
  • Financial risk, Hedging, Input/​output analysis, Pricing, Stock options
  • RePEc:eme:jrfpps:v:9:y:2008:i:2:p:200-205
Language
  • English
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