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Optimal hedging of uncertain and long-term foreign exchange exposure

✍ Scribed by Mark R. Eaker; Dwight Grant


Book ID
116134477
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
668 KB
Volume
9
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


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Commodity futures cross hedging of forei
✍ Bruce A. Benet πŸ“‚ Article πŸ“… 1990 πŸ› John Wiley and Sons 🌐 English βš– 962 KB

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.