We also thank Avraham Kamara and Andrew Siegel for providing part of the data. 'Lien (1989a) extends Kamara and Siegel's findings to the case of optimal hedging in several wheat futures markets. The markets he considers are the CBT, which has multiple deliverable grades and the KCBT, which has only
β¦ LIBER β¦
AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS
β Scribed by Allan Hodgson; John Okunev
- Book ID
- 111105499
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 518 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0306-686X
No coin nor oath required. For personal study only.
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