Hedge effectiveness: Basis risk and minimum‐variance hedging

Research output: Contribution to journalArticlepeer-review

40 Scopus citations
Original languageEnglish (US)
Pages (from-to)187-201
Number of pages15
JournalJournal of Futures Markets
Volume12
Issue number2
DOIs
StatePublished - Apr 1992

All Science Journal Classification (ASJC) codes

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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