Hedging under production and price uncertainty: a decision analysis

Moawia Alghalith

International Journal of Financial Markets and Derivatives, 2009, vol. 1, issue 1, 1-4

Abstract: Without adopting restrictive assumptions, we show the impact of the output risk on the optimal hedge, output and the hedge ratio.

Keywords: hedging; output uncertainty; price uncertainty; output risk; hedge ratio. (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.inderscience.com/link.php?id=28941 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:1-4

Access Statistics for this article

More articles in International Journal of Financial Markets and Derivatives from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().