## Abstract Futures hedging creates liquidity risk through marking to market. Liquidity risk matters if interim losses on a futures position have to be financed at a markup over the riskβfree rate. This study analyzes the optimal risk management and production decisions of a firm facing joint price
Risk Management at Risk-Derivatives under Attack
β Scribed by Herbert, John C.
- Publisher
- John Wiley and Sons
- Year
- 2008
- Weight
- 403 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0743-5665
No coin nor oath required. For personal study only.
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