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An optimal Strategy for Hedging with Short-Term Futures Contracts

✍ Scribed by G. Larcher; G. Leobacher

Book ID: 108550397
Publisher: John Wiley and Sons
Year: 2003
Tongue: English
Weight: 126 KB
Volume: 13
Category: Article
ISSN: 0960-1627
DOI: 10.1111/1467-9965.00019

No coin nor oath required. For personal study only.

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The authors are grateful to Bernard Dumas and the anonymous referees for helpful comments and suggestions. Any remaining errors are the authors' responsibility. 'Important studies advancing methods accepted by practitioners include

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