• 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
  • Pages
    4
  • From page
    385
  • To page
    388
  • 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
  • Serial Year
    1995
  • Journal title
    Economics Letters
  • Record number

    433880

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=433880