Production and hedging under correlated price and background risks |
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Authors: | Wong Kit Pong |
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Affiliation: | 1.Faculty of Business and Economics, University of Hong Kong, Pokfulam Road, Hong Kong, China ; |
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Abstract: | Decisions in Economics and Finance - This paper examines the competitive firm that has to make its production and hedging decisions under correlated price and background risks. The background risk... |
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