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Jun 30 2023 William T. Smith
  The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge
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Jun 30 2022 William T. Smith
  The optimal hedge ratio: A solution, a conjecture, and a challenge
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 23 2020 Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono
  Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
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Jun 09 2004 Udo Broll and Jack E. Wahl
  Optimal hedge ratio and elasticity of risk aversion
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