Futures markets and commodity options: Hedging and optimality in incomplete markets (Q789300)

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Futures markets and commodity options: Hedging and optimality in incomplete markets
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    Futures markets and commodity options: Hedging and optimality in incomplete markets (English)
    multi-good multi-period economies
    futures markets
    continuous-time model
    time-additive utilities
    homogeneous beliefs
    market portfolio
    riskless asset
    Pareto-optimal allocation
    reverse hedging

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