Production and portfolio choice under jump–diffusion productivity shocks

Keyphrases

• Risk Measures 100%
• Portfolio Choice 100%
• Jump Diffusion 100%
• Constant Relative Risk Aversion 100%
• Productivity Shocks 100%
• Return Correlation 100%
• Production Choices 100%
• Production Decision 50%
• Risk Aversion 50%
• Shock 50%
• Risk Cost 50%
• Productivity Loss 50%
• Financial Crisis 50%
• Profit Maximization 50%
• Jump Risk 50%
• Financial Markets 50%
• Stochastic Control Problem 50%
• Value Function 50%
• Supply Chain Disruption 50%
• Portfolio Problem 50%
• Partial Models 50%
• Consumption Rules 50%
• Production Inputs 50%
• Static Risk 50%
• Non-additive Interactions 50%
• Input Allocation 50%
• Technological Shift 50%
• Total Risk 50%
• Hedging Demand 50%
• Value Consumption 50%
• Correlated Inputs 50%

Economics, Econometrics and Finance

• Liquidation 100%
• Measure of Dispersion 100%
• Financial Crisis 100%
• Financial Market 100%
• Profit Maximization 100%
• Hedging 100%
• Portfolio Choice 100%
• Productivity Loss 100%