๐”– Bobbio Scriptorium
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Hedging foreign exchange exposure in the Japanese Yen

โœ Scribed by A.F. Herbst; D.D. Kare; S.C. Caples


Book ID
116172809
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
909 KB
Volume
2
Category
Article
ISSN
1044-0283

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Bruce A. Benet 'Although the minimum-variance methodology, as applied to futures hedging, is often attributed to Ederington; earlier work in futures portfolio theory by Johnson (1960) and Stein (1961), as well as the original Markowitz (1952) study, should be credited also.