In this paper, we investigate a model which contains all the main effects and all the two-factor interactions with the most important factor. We shall show that Mitchell's rules are no longer applicable in many cases and we shall present a general procedure to find D-optimal designs.

This paper investigates the equivalence between the optimal hedge ratio derived in a risk-return simplification and the optimal hedge ratio using mean–variance analysis. In accordance with this relationship, we develop a simple regression-based test for evaluating the hedging effectiveness of...