The Use of Mean-Variance for Commodity Futures and Options Hedging Decisions
This study provides additional evidence of the usefulness of mean-variance procedures in the presence of options which can truncate and skew the returns distribution. Using a simulation analysis, price hedging decisions are examined for hog producers when options are available. Mean-variance results...
Tallennettuna:
| Päätekijät: | , , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Western Agricultural Economics Association
1994-07-01
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| Sarja: | Journal of Agricultural and Resource Economics |
| Aiheet: | |
| Linkit: | https://ageconsearch.umn.edu/record/31230 |
| Tagit: |
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