Optimal decision-making model of hedging for multi-commodity to multi-commodity

MaRDI QIDQ3071519zbMATH OpenFDO

Authors Guotai Chi, Chao Yu, Wanwu Yang

Publication date 5 February 2011

zbMATH Keywords

optimal hedge ratioportfolio risk addingrisk nonlinear adding

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

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(5)

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• Multi-period futures hedging study based on overall risk minimization

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