## Abstract This article analyzes the effects of the length of hedging horizon on the optimal hedge ratio and hedging effectiveness using 9 different hedging horizons and 25 different commodities. We discuss the concept of shortβ and longβrun hedge ratios and propose a technique to simultaneously e
Hedging for the long run
β Scribed by Hardy Hulley, Eckhard Platen
- Book ID
- 115542709
- Publisher
- Springer-Verlag
- Year
- 2012
- Tongue
- English
- Weight
- 475 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1862-9679
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