1

The Use of Mean-Variance for Commodity Futures and Options Hedging Decisions

ukbspsbo2xld0
This study provides additional evidence of the usefulness of mean-variance procedures in the presence of options which can truncate and skew the returns distribution. Using a simulation analysis. price hedging decisions are examined for hog producers when options are available. Mean-variance results are contrasted with optimal decisions based on negative exponential and Cox-Rubinstein... https://www.roamingfreesims.com/product-category/led-gu10/
Report this page

Comments

    HTML is allowed

Who Upvoted this Story