Title of article :
On the optimal hedge under unbiased futures prices
Author/Authors :
Lence، نويسنده , , Sergio H. ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
We derive both necessary and sufficient conditions for optimal hedge ratios to be a constant proportion of the
Keywords :
Hedging , Futures , Hedge ratio
Journal title :
Economics Letters
Journal title :
Economics Letters
