Boulevard André Siegfried - BP 215
Mont Saint Aignan, 76825
NEOMA Business School
in Total Papers Downloads
commodity futures markets, convenience yield, calendar spread, investment, Samuelson hypothesis, commodity futures prices correlation, market prices of risk
Bond-stock mix, consumption, risk aversion, investment horizon, wealth
Bond-stock mix, pension funds, consumption, bequest, risk aversion, investment horizon
Convenience Yield, Risk Premium, Commodity Futures Markets, Commodity Risk Management, Commodity Derivatives Pricing, Samuelson Effect
Merton-Breeden hedging demand, interest rate risk, expected utility maximization, intermediate consumption, terminal wealth
Capital structure, Debt structure, Contingent convertible bonds, Write-down debt, Credit event, Liquidity risk, Solvency risk
Bequest Motive, Hedging Demand, Dynamic Opportunity Set, Wealth Certainty Equivalent, Risk Aversion
Capital structure, Debt priority structure, Liquidation, Default probability, Credit spread
Commodities, convenience yield, market price of risk, futures, options
E31, E43, G12
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