Hedging with futures in an intertemporal portfolio context
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference25 articles.
1. and (1986): “On the Optimal Hedge of a Non-Traded Cash Position.” Working Paper, Columbia University, Journal of Finance, March 1988.
2. Cross Hedging
3. The optimal hedge ratio in unbiased futures markets
4. Optimal international hedging in commodity and currency forward markets
5. The pricing of commodity contracts
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