The semivariance-minimizing hedge ratio

Journal of Agricultural and Resource Economics

Volumn 28, Issue 1, 2003, Pages 100-115

  Turvey, Calum G ^a   Nayak, Govindaray ^b  

^a UNIVERSITY OF GUELPH   (Canada)

^b NONE

Author keywords

Downside risk; Optimal hedging ratio; Risk management; Semivariance hedge ratio

Indexed keywords

TRITICUM AESTIVUM;

EID: 0038580418     PISSN: 10685502     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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