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Preference-free optimal hedging using futures

โœ Scribed by Vadhindran K Rao


Book ID
117333600
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
47 KB
Volume
66
Category
Article
ISSN
0165-1765

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๐Ÿ“œ SIMILAR VOLUMES


Optimal Futures Hedging in the Presence
โœ Nabil T. Khoury; Jean-Marc Martel ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 542 KB

his article examines the problem of hedging in futures markets when hedgers T and speculators possess different degrees of information about prices. Hedgers who (apriori) are less well informed than speculators have to cope with two levels of risk: a first level, which corresponds to the presence of