The following pages link to (Q3537907):
Displaying 11 items.
- Optimal hedging in the futures market under price uncertainty (Q374856) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Preference-free optimal hedging using futures (Q1606431) (← links)
- Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- On a class of optimization problems emerging when hedging with short term futures contracts (Q2482688) (← links)
- A Model for Optimizing Options and Futures (Q4884100) (← links)