The empirical minimum-variance hedge
Sergio H. Lence and Dermot J. Hayes
| Year of publication: |
1994
|
|---|---|
| Authors: | Lence, Sergio H. |
| Other Persons: | Hayes, Dermot James (contributor) |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 76.1994, 1, p. 94-104
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| Subject: | Bayes criterion | Parameter certainty equivalent | Entscheidung | Decision | Risiko | Risk | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Sojabohne | Soybean | Warenbörse | Commodity exchange | Hedging | USA | United States | 1991-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001165895