Commodity futures cross hedging of forei
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Bruce A. Benet
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Article
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1990
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John Wiley and Sons
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English
β 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.