๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Optimal hedging on futures markets for commodity-exporting nations

โœ Scribed by Gordon Gemmill


Book ID
117098308
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
990 KB
Volume
27
Category
Article
ISSN
0014-2921

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Estimating time-varying optimal hedge ra
โœ Robert J. Myers ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 835 KB

n optimal hedge ratio is usually defined as the proportion of a cash position A that should be covered with an opposite position on a futures market. Under certain simplifying assumptions discussed below, optimal hedge ratios can be characterized by a simple rule: set the hedge ratio equal to the ra