Microeconomic risk management and macroeconomic stability
Preliminary explorations - A micro view: optimal risk management - Backwardation and optimal hedging demand in an expected utility hedging model - Mean-variance versus minimum-variance hedging - A macro view: economic stability - Corporate risk management in balance-sheet triggered currency crises...
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Materialtyp: | Livro |
Språk: | Inglês |
Publicerad: |
Springer,
c200
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Serie: | Lecture Notes in Economics and Mathematical Systems, |
Ämnen: | |
Länkar: | https://minerva.ufrj.br/F/?func=direct&doc_number=000887422&local_base=UFR01 |
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