𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the Performance of Linear Contracts

✍ Scribed by Arup Bose; Debashis Pal; David E. M. Sappington

Book ID
109125496
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
263 KB
Volume
20
Category
Article
ISSN
1058-6407

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On contractions in linear regression
On contractions in linear regression
✍ JΓΌrgen Gross πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 89 KB

In this paper we demonstrate how the concept of a contractive matrix plays its role in linear regression. We review some well-known facts on the outperformance of the ordinary least-squares estimator and combine these with some new results on admissibility of estimators. Moreover, results on linear

The hedging performance of ECU futures c
The hedging performance of ECU futures contracts
✍ Anthony Saunders; Stanley Sienkiewicz πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 844 KB

his paper analyzes the hedging performance of the newly created ECU T futures market as a hedging tool for both the ECU and its constituent currencies. While we find that the ECU futures market provides an effective own-and cross-hedge, its relative lack of success appears to be a puzzle until one c