The Impact of Delivery Risk on Optimal Production and Futures Hedging *

DOI10.1023/B:EUFI.0000022146.03901.60zbMath1117.91376OpenAlexW1859344709MaRDI QIDQ4677667

Axel F. A. Adam-Müller, Kit Pong Wong

Publication date: 12 May 2005

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:eufi.0000022146.03901.60

zbMATH Keywords

productionfuturesrisk managementdelivery risk

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Related Items (1)

Production and hedging in futures markets with multiple delivery specifications

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