The Impact of Delivery Risk on Optimal Production and Futures Hedging *

DOI10.1023/B:EUFI.0000022146.03901.60MaRDI QIDQ4677667zbMATH OpenOpenAlexFDO

Authors Axel F. A. Adam-Müller, Kit Pong Wong

Publication date 12 May 2005

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:eufi.0000022146.03901.60

zbMATH Keywords

delivery riskfuturesproductionrisk management

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Recommendations

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Cited in

(3)

• Production and hedging in futures markets with multiple delivery specifications
• Optimizing hedging effectiveness of Indian agricultural commodity futures: a simulation approach
• Production and hedging decisions in futures and forward markets

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