Input hedging: generalizations

Moawia Alghalith

Journal of Risk Finance, 2007, vol. 8, issue 3, 309-312

Abstract: 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.

Keywords: Hedging; Risk analysis; Uncertainty management (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:15265940710750521

DOI: 10.1108/15265940710750521

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