Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon

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Copyright 2008 by the Society of Actuaries. All rights reserved by the Society of Actuaries. Permission is granted to make brief excerpts for a published review. Permission is also granted to make limited numbers of copies of items in this monograph for personal, internal, classroom or other instructional use, on condition that the foregoing copyright notice is used so as to give reasonable not...

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ژورنال

عنوان ژورنال: Journal of Risk and Financial Management

سال: 2008

ISSN: 1911-8074

DOI: 10.3390/jrfm1010041