KNAW

Onderzoek

Research in Commodity Futures & Options Markets

Pagina-navigatie:


Wijzig gegevens


Titel Research in Commodity Futures & Options Markets
Looptijd 09 / 2001 - 12 / 2013
Status Lopend
Onderzoeknummer OND1313909

Samenvatting (EN)

In this project we model the behavior of market participants in futures and options markets, and based on these behavior models develop new exchange traded risk management tools. In particularly we focus on modeling latent heterogeneity. In addition we run experiments with market participants to elicit their utility functions and relate the shape of the elicited utility functions to strategic risk management behavior.

Betrokken organisaties

Betrokken personen

Bovenliggende onderzoeksactiviteit(en)

Classificatie

A50000 Economie
D43000 Economische wetenschappen

Omhoog
Ga terug naar de inhoud
Ga terug naar de site navigatie