The optimal hedge ratio in unbiased futures markets
Year of publication: |
1984
|
---|---|
Authors: | Benninga, Simon |
Other Persons: | Eldor, Rafael (contributor) ; Zilcha, Itzhak (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 4.1984, 2, p. 155-159
|
Subject: | Derivat | Derivative | Hedging | Theorie | Theory |
-
Does centralisation of FX derivative usage impact firm value?
Jankensgård, Håkan, (2015)
-
Informationally dynamized Gaussian copula
Crépey, S., (2013)
-
Hedging price risk when real wealth matters
Adam-Müller, Axel F. A., (1999)
- More ...
-
Optimal international hedging in commodity and currency forward markets
Benninga, Simon, (1985)
-
Optimal international hedging in commodity and currency forward markets
Benninga, Simon, (1985)
-
Optimal hedging in the futures market under price uncertainty
Benninga, Simon, (1983)
- More ...