Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints

Journal of Futures Markets

Volumn 20, Issue 4, 2000, Pages 375-396

  Arias, Joaquín ^a   Brorsen, B Wade ^b   Harri, Ardian ^c  

^a Inter American Institute for Cooperation on Agriculture Costa Rica   (Costa Rica)

^b OKLAHOMA STATE UNIVERSITY   (United States)

^c Risk Mgmt Dept Toyota Motor C   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034395435     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(200004)20:4<375::AID-FUT5>3.0.CO;2-U     Document Type: Article

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