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The Ramaswami Argument in a Multi-commodity Setting

✍ Scribed by Siu-kee Wong

Publisher
Springer Vienna
Year
2005
Tongue
English
Weight
447 KB
Volume
84
Category
Article
ISSN
1617-7134

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πŸ“œ SIMILAR VOLUMES

Dealing with downside risk in a multi-co
Dealing with downside risk in a multi-commodity setting: A case for a β€œTexas hedge”?
✍ Gabriel J. Power; Dmitry Vedenov πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 156 KB

## Abstract This study analyzes the problem of multi‐commodity hedging from the downside risk perspective. The lower partial moments (LPM~2~)‐minimizing hedge ratios for the stylized hedging problem of a typical Texas panhandle feedlot operator are calculated and compared with hedge ratios implied