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Insuring against the shortfall risk associated with real options

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  • Heinz Weisshaupt

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  • Heinz Weisshaupt, 2003. "Insuring against the shortfall risk associated with real options," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 26(2), pages 81-96, November.
    • Handle: RePEc:spr:decfin:v:26:y:2003:i:2:p:81-96
    DOI: 10.1007/s10203-003-0036-8
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    References listed on IDEAS

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    1. Hans FÃllmer & Peter Leukert, 2000. "Efficient hedging: Cost versus shortfall risk," Finance and Stochastics, Springer, vol. 4(2), pages 117-146.
    2. Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
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    Cited by:

    1. Vitalii Makogin & Alexander Melnikov & Yuliya Mishura, 2017. "On Mean–Variance Hedging Under Partial Observations And Terminal Wealth Constraints," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(05), pages 1-21, August.

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