The effect of liquidity constraints on futures hedging
Year of publication: |
2003
|
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Authors: | Lien, Da-hsiang Donald |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 6, p. 603-613
|
Subject: | Derivat | Derivative | Hedging | Liquiditätsbeschränkung | Liquidity constraint | Nutzenfunktion | Utility function | Theorie | Theory |
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