Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "2159"
  #_source: array:26 [
    "id" => "2159"
    "slug" => "optimal-hedging-in-a-dynamic-futures-market-with-a-non-negativity-constraint-on-wealth"
    "yearMonth" => "1996-06"
    "year" => "1996"
    "title" => "Optimal Hedging in a Dynamic Futures Market with a Non Negativity Constraint on Wealth"
    "description" => "PONCET, P. (1996). Optimal Hedging in a Dynamic Futures Market with a Non Negativity Constraint on Wealth. <i>Journal of Economic Dynamics and Control</i>, pp. 1101-1113."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "1101-1113"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Cet article examine le problème de la demande optimale de couverture par des futures émanant d'un investisseur CARA qui doit garder une position fixe sur un portefeuille d'actifs primaires. La contrainte de non-négativité de sa richesse est saturée et les demandes optimales de contrats de couverture sont différentes de celles rencontrées dans la littérature."
      "en" => "This paper examines the issue of optimal hedging demands for futures from a CARA investor who cannot freely trade his portfolio of primitive assets. The non-negativity constraint on wealth is binding and the optimal hedging demands are different from those encountered in the literature."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-22T02:21:49.000Z"
    "docTitle" => "Optimal Hedging in a Dynamic Futures Market with a Non Negativity Constraint on Wealth"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>"
    "docDescription" => "<span class="document-property-authors">PONCET Patrice</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1996</span>"
    "keywordList" => ""
    "docPreview" => "<b>Optimal Hedging in a Dynamic Futures Market with a Non Negativity Constraint on Wealth</b><br><span>1996-06 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Optimal Hedging in a Dynamic Futures Market with a Non Negativity Constraint on Wealth</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.494538
  +"parent": null
}