The asymmetric commodity inventory effect on the optimal hedge ratio

Jean-François Carpantier and Besik Samkharadze

No 2527, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2013-01-01
Note: In : The Journal of Futures Markets, 33(9), 868-888, 2013
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Working Paper: The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio (2013)
Working Paper: The asymmetric commodity inventory effect on the optimal hedge ratio (2012)
Working Paper: The asymmetric commodity inventory effect on the optimal hedge ratio (2012)
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