Optimal hedging and equilibrium in a dynamic futures market
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference18 articles.
1. On the optimal hedge of a non-traded cash position;Adler;Journal of Finance,1988
2. Cross-hedging;Anderson;Journal of Political Economy,1981
3. Hedger diversity in futures markets;Anderson;Economic Journal,1983
4. The time pattern of hedging and the volatility of futures prices;Anderson;Review of Economic Studies,1983
5. Futures trading, rational expectations and the efficient markets hypothesis;Bray;Econometrica,1981
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