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Estimation of the Optimal Futures Hedge
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Estimation of the Optimal Futures Hedge
Estimation of the Optimal Futures Hedge
SC
Stephen G. Cecchetti
Stephen G. Cecchetti
RC
Robert E. Cumby
Robert E. Cumby
SF
Stephen Figlewski
Stephen Figlewski
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1 November 1988
journal article
Published by
JSTOR
in
The Review of Economics and Statistics
Vol. 70
(4)
,
623
https://doi.org/10.2307/1935825
Abstract
Standard approaches to designing a futures hedge often suffer from two major problems. First, they focus only on minimizing risk, so no account is taken of the ...
Keywords
FUTURES
All Articles
Open Access
Cited by 265 articles