Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer

• 1 February 1980
• journal article
• Published by University of Chicago Press in Journal of Political Economy
• Vol. 88  (1) , 100-116
• https://doi.org/10.1086/260849

Abstract

Keywords

• OPTIMAL HEDGING
• COCOA PRODUCER
• QUANTITY UNCERTAINTY
• HEDGING UNDER PRICE