Preference-free optimal hedging using futures
type: Item
instance of: scholarly article
title: Preference-free optimal hedging using futures
zbMATH Open document ID: 1013.91042
DOI: 10.1016/S0165-1765(99)00195-0
author: Vadhindran K. Rao
published in: Economics Letters
publication date: 2002-09-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1770982
zbMATH Keywords: hedge ratios
zbMATH Keywords: risk preference
MaRDI profile type: MaRDI publication profile
cites work: Optimal hedging in the futures market under price uncertainty
cites work: Q3219581
cites work: Mutual fund separation in financial theory - the separating distributions
full work available at URL: s0165-1765(99)00195-0
OpenAlex ID: W2113386771
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description: scientific article; zbMATH DE number 1770982