Optimal hedging when preferences are state dependent

C-Tier

Journal: Journal of Futures Markets

Year: 1993

Volume: 13

Issue: 5

Pages: 441-451

Authors (2)

Eric Briys (not in RePEc) Harris Schlesinger

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count