Financial futures hedging via goal programming

Article Abstract:

Multiple, multi-period goal programming techniques that are used instead of the more standard hedge ratio techniques used for financial futures hedging are examined. A mathematical model presents the possible benefits of simultaneous generation of various hedge-related goals. The mathematical model also explores the occasional changes and revisions made to the futures position, as indicated by the real, observed interest rates and prices, during the hedging period.

Methods, Models, Planning, Economic aspects, Financial futures, Interest rates, Optimization theory, Mathematical programming

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Frames of mind in intertemporal choice

Article Abstract:

The applicability of the reference point concept of decision making to intertemporal choice is demonstrated. The reference point used to evaluate alternatives can significantly influence selection when people choose between immediate and delayed consumption. In a series of experiments the relative preference for immediate and delayed preference is elicited using differently framed choices.

Research, Decision-making, Decision making

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