Futures Hedging Under Disappointment Aversion
- 5 September 2001
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 21 (11) , 1029-1042
- https://doi.org/10.1002/fut.2103
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- A Theory of Disappointment AversionEconometrica, 1991
- Hedger response to multiple grades of delivery on futures marketsJournal of Futures Markets, 1988
- Optimal Hedging in Futures Markets with Multiple Delivery SpecificationsThe Journal of Finance, 1987
- Prospect Theory: An Analysis of Decision under RiskEconometrica, 1979