OpenAlex | Accounting for risk aversion in derivatives purchase timing

Accounting for risk aversion in derivatives purchase timing

Work

Year: 2012

Type: article

Source: Mathematics and Financial Economics

Authors Tim Leung, Michael Ludkovski

Institutions Columbia University, University of California, Santa Barbara

Cites: 31

Cited by: 25

Related to: 10

FWCI: 3.883

Citation percentile (by year/subfield): 84.05

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Partnerships for the goals

Open Access status: green