Preference-free optimal hedging using futures

DOI10.1016/S0165-1765(99)00195-0zbMath1013.91042OpenAlexW2113386771MaRDI QIDQ1606431

Vadhindran K. Rao

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00195-0

zbMATH Keywords

risk preferencehedge ratios

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Optimal hedging in the futures market under price uncertainty
• Mutual fund separation in financial theory - the separating distributions

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