Optimal Hedging and Valuation of Nontraded Assets
Work
Year: 2000
Type: article
Abstract: This paper examines a number of valuation problems faced by an expected-utility maximizing investor who, over a given time horizon, is constrained to hold an asset which cannot be replicated by dynami... more
Source: Review of Finance
Author Lucie Teplá
Cites:
Cited by: 30
Related to: 10
FWCI: 0.732
Citation percentile (by year/subfield): 93.02
Subfield: Strategy and Management
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: bronze