EFFECTIVE BASEMETAL HEDGING: THE OPTIMAL HEDGE RATIO AND HEDGING HORIZON

Author: Dewally Michaël   Marriott Luke  

Publisher: MDPI

E-ISSN: 1911-8074|1|1|41-76

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.1, Iss.1, 2008-12, pp. : 41-76

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Abstract