Input hedging: generalizations

Moawia Alghalith

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Input hedging: generalizations

机译：输入对冲：概括

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摘要

Purpose - The purpose of this paper is to generalize input-hedging models. Design/methodology/approach - Using a general utility function and general probability distributions, the paper extends the Paroush-Wolf and Alghalith theoretical models by including two risky (hedged) inputs. Findings - The paper finds that the inclusion of two risky inputs affects the previous theoretical results. Originality/value - The paper introduces new theoretical and technical contributions. Also, it is intended to be a foundation for future empirical and theoretical studies.

机译：目的 - 本文的目的是概括输入对冲模型。设计/方法/方法 - 使用通用效用函数和一般概率分布，本文通过包括两个风险（套期保值）输入来扩展Paroush -Wolf和Alghalith理论模型。调查结果 - 本文发现，包括两个风险投入的包含会影响先前的理论结果。原创性/价值 - 本文引入了新的理论和技术贡献。此外，它旨在成为未来经验和理论研究的基础。

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来源
《The journal of risk finance》 |2007年第3期|309-312|共4页
作者
Moawia Alghalith;
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作者单位

Gerson Lohrman Group, Jacksonville, Florida, USA;

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原文格式 PDF
正文语种英语
中图分类 F-136;
关键词
Theoretical Study; hedges; Risk Managementstatistical distributionrisk analysisProbability distributionGeneralizationgeneral utility function;

机译：理论研究;对冲;风险管理阶段分配环境分析;分配分配源代理函数;

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Input hedging: generalizations

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