Work

Optimal Hedging under Intertemporally Dependent Preferences

Year: 1990

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1990.tb02440.x

Authors: ERIC BRIYS, MICHEL CROUHY, HARRIS SCHLESINGER

Institution: University of Alabama

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2007630727

FWCI: 5.479

Cites: 23

Cited by: 24

Related to: 10