English, Article, Journal or magazine article edition: PrŽfŽrences par rapport au risque et marchŽs ˆ terme : le cas dÕune quantitŽ incertaine Beno”t SEVI

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Bookmark: http://trove.nla.gov.au/version/4526
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • PrŽfŽrences par rapport au risque et marchŽs ˆ terme : le cas dÕune quantitŽ incertaine
Author
  • Beno”t SEVI
Physical Description
  • preprint
Notes
  • RePEc:ctl:louvre:2007002
  • Cet article examine la dŽcision optimale de couverture d'une firme faisant face ˆ un double risque prix-quantitŽ. Dans un cadre d'espŽrance d'utilitŽ, nous montrons que la notion de prudence au sens de Kimball (1990) est essentielle dans la caractŽrisation de la position optimale de la firme sur le marchŽ ˆ terme. Plus surprenant, les notions d'aversion au risque et de prudence, peuvent donner lieu ˆ des effets contraires, notamment lorsque la firme souhaite spŽculer.
  • Risque de santŽ, risque multiplicatif, marchŽ ˆ terme, aversion au risque, prudence
  • RePEc:ctl:louvre:2007025
Language
  • English
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