Have a personal or library account? Click to login
Open Access
|Aug 2014

References

  1. Arrow, K. J. (1965). The theory of risk aversion. Aspects of the Theory of Risk Bearing, Helsinki: Academic Bookstores.
  2. Baird, A. J. (1998). Rynek opcji. Strategie inwestycyjne i analiza ryzyka. Warszawa: Dom Wydawniczy ABC.
  3. Battermann, H.L., Braulke, M., Broll, U., Schimmelpfennig, J. (2000). The preferred hedge instrument. Economics Letters, 66, 85–91.10.1016/S0165-1765(99)00180-9
  4. Black, F., Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81 (3), 637–654.10.1086/260062
  5. Detemple, J.B., Adler, M. (1988). Hedging with futures and options, Studies in Banking and Finance, 5, 181–197.
  6. Echaust, K. (2007). Hedging i spekulacja na rynku instrumentów pochodnych. Rynek kapitalowy: skuteczne inwestowanie, Wydawnictwo Uniwersytetu Szczecinskiego, Szczecin, 457–466.
  7. Holthausen, D.M. (1979). Hedging and the competitive firm underprice uncertainty. American Economic Review, 69, 989–995.
  8. Hull, J.C. (1997). Option, futures and Other Derivatives, London: Prentice Hall International.
  9. Karkowski, P. (2009). Toksyczne opcje. Od zaufania do bankructwa. Warsaw: Green-Capital.pl.
  10. Lapan, C. H., Moschini, G., Hanson, S. (1991). Production, hedging and speculative decisions with options and futures markets. American Journal of Agricultural Economics, 73, 66–74.10.2307/1242884
  11. Moschini, G., Lapan, H. (1995). The hedging role of option and futures under joint price, basic and production risk. International Economic Review, 36, 1025–1049.10.2307/2527271
  12. Neumann, J. von, Morgenstern, O. (1944). Theory of Games and Economic Behavior, Princeton, NJ, Princeton University Press.
  13. Pratt, J. W. (1964). Risk aversion in the small and in the large. Econometrica 32, January-April, 122–136.10.2307/1913738
DOI: https://doi.org/10.2478/slgr-2014-0016 | Journal eISSN: 2199-6059 | Journal ISSN: 0860-150X
Language: English
Page range: 39 - 49
Published on: Aug 8, 2014
Published by: University of Białystok
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Related subjects:

© 2014 Krzysztof Echaust, published by University of Białystok
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.