Estimation of the Optimal Futures Hedge

Journal article

Peer reviewed

Estimation of the Optimal Futures Hedge

Stephen G Cecchetti, Robert E Cumby and Stephen Figlewski

The review of economics and statistics, Vol.70(4), pp.623-630

11/1988

DOI: https://doi.org/10.2307/1935825

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Title: Estimation of the Optimal Futures Hedge
Creators: Stephen G Cecchetti
Robert E Cumby
Stephen Figlewski
Publication Details: The review of economics and statistics, Vol.70(4), pp.623-630
Identifiers: 9924036599201921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article