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Hedging crop risk with yield insurance futures and options

โœ Scribed by Mahul, I.

Book ID
127174328
Publisher
Oxford University Press
Year
2000
Tongue
English
Weight
158 KB
Volume
27
Category
Article
ISSN
0165-1587

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## Abstract The optimal hedging portfolio is shown to include both futures and options under a variety of circumstances when the marginal cost of hedging is nonzero. Futures and options are treated as substitute goods, and the properties of the resulting hedging demand system are explained. The ove