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The optimal hedge ratio in unbiased futures markets
Author(s) -
Benninga Simon,
Eldor Rafael,
Zilcha Itzhak
Publication year - 1984
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990040206
Subject(s) - tel aviv , hebrew , futures contract , citation , sociology , mathematics , library science , classics , computer science , art , economics , financial economics