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