A General Empirical Model of Hedging
AbstractIn this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk. View Full-Text
Scifeed alert for new publicationsNever miss any articles matching your research from any publisher
- Get alerts for new papers matching your research
- Find out the new papers from selected authors
- Updated daily for 49'000+ journals and 6000+ publishers
- Define your Scifeed now
Alghalith, M.; Lalloob, R. A General Empirical Model of Hedging. J. Risk Financial Manag. 2012, 5, 1-19.
Alghalith M, Lalloob R. A General Empirical Model of Hedging. Journal of Risk and Financial Management. 2012; 5(1):1-19.Chicago/Turabian Style
Alghalith, Moawia; Lalloob, Ricardo. 2012. "A General Empirical Model of Hedging." J. Risk Financial Manag. 5, no. 1: 1-19.