Estimation of the Optimal Futures Hedge
- 1 November 1988
- journal article
- Published by JSTOR in The Review of Economics and Statistics
- Vol. 70 (4) , 623
- https://doi.org/10.2307/1935825
Abstract
Standard approaches to designing a futures hedge often suffer from two major problems. First, they focus only on minimizing risk, so no account is taken of the ...Keywords
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