1, rue du Maréchal Juin - BP 188
Mont Saint Aignan Cedex, Normandy 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
Commodity Futures Markets, Convenience Yield, Optimal Hedging Demand
Commodity spot prices, futures prices, convenience yield, stochastic market prices of risk, optimal hedging demands
Partial information, hedging demand, convenience yield, commodity futures prices, market price of risk, interest rates
Bond-stock mix, consumption, risk aversion, investment horizon, wealth
Bond-stock mix, pension funds, consumption, bequest, risk aversion, investment horizon
risk aversion, dynamic asset allocation, Merton-Breeden hedging demand, consumption-wealth ratio, wealth elasticity of consumption, consumption, consumption, wealth
Commodity investment, Commodity portfolio management, Asset Allocation, Commodity risk premium, Theory of storage
Convenience Yield, Risk Premium, Commodity Futures Markets, Commodity Risk Management, Commodity Derivatives Pricing, Samuelson Effect
Risk Aversion, Asset Allocation, Mean-Reversion, Wealth, Options
Merton-Breeden hedging demand, interest rate risk, expected utility maximization, intermediate consumption, terminal wealth
oil, dynamic correlation, convenience yield, heteroskedasticity
risk aversion, asset allocation, mean-reversion, wealth, options
Bequest Motive, Hedging Demand, Dynamic Opportunity Set, Wealth Certainty Equivalent, Risk Aversion
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-6288.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
partial information, hedging demand, convenience yield, commodity futures markets, market prices of risk, interest rates, G11, G12, G13
Commodities, convenience yield, market price of risk, futures, options
E31, E43, G12
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.538 seconds