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Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression
Author(s) -
Heaney John,
Poitras Geoffrey
Publication year - 1991
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.3990110508
Subject(s) - futures contract , citation , ordinary least squares , mathematical economics , computer science , library science , economics , econometrics , finance
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