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Hedging a Portfolio of Derivative Securities: A Simulation Approach

✍ Scribed by Claudio Tebaldi


Book ID
110752850
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
276 KB
Volume
30
Category
Article
ISSN
0391-5026

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πŸ“œ SIMILAR VOLUMES


A portfolio approach to optimal hedging
✍ Raymond M. Leuthold; Paul E. Peterson πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 911 KB

he cattle feeding industry in the United States has been characterized in recent T years by wide swings in the prices of the major inputs-feeder cattle and feed grains-and the final product-fed cattle. Hedging with futures contracts is one technique that cattle feeders can use to stabilize prices an

A portfolio approach to optimal hedging
✍ Paul E. Peterson; Raymond M. Leuthold πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 911 KB

he cattle feeding industry in the United States has been characterized in recent T years by wide swings in the prices of the major inputs-feeder cattle and feed grains-and the final product-fed cattle. Hedging with futures contracts is one technique that cattle feeders can use to stabilize prices an