Cross Hedging
Bibliographic Data
| ID | 10176773 |
|---|---|
| Authors | Ronald W Anderson (0000-0002-8314-3079), Jean-Pierre Danthine (0000-0002-4410-0025) |
| Year | 1981 |
| Volume | 89 |
| Issue | 6 |
| Pages | 1182-1196 |
| Publication date | 1981-12-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Political Economy (JOURNAL) |
| Journal identifiers | ISSN: 0022-3808 • E-ISSN: 1537-534X |
| Publisher | University of Chicago Press (PUBLISHER • US) |
| DOI | 10.1086/261028 |
| OpenAlex | W4239076180 |
| Language | EN |
| Citations received | 3 |
The paper provides a theoretical description of hedging in futures markets that account for the behavior of a broad class of agents. Specific optimal decision rules are derived for agents concerned with the mean and variance of profit. These rules are used to evaluate how optimal cash and futures positions are related to price expectations, the production possibilities, and the number of futures markets available
Cash · Econometrics · Economics · Financial economics · Futures contract · Microeconomics · Profit (economics · Economic theories and models · Finance
| Unique citing works | 3 |
|---|---|
| Citations per year | 0,15 |
| Citation span | 2006 - 2024 (19) |
| Citation velocity | recent |
| Highly cited | No |
| Citation types | Neutral: 3 |