The optimal hedge ratio in unbiased futures markets
- 1 June 1984
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 4 (2) , 155-159
- https://doi.org/10.1002/fut.3990040206
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
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- Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing RolesAmerican Journal of Agricultural Economics, 1970
- The Theory of Hedging and Speculation in Commodity FuturesThe Review of Economic Studies, 1960