THE RISK MANAGEMENT EFFECTIVENESS OF MULTIVARIATE HEDGING MODELS IN THE U.S. SOY COMPLEX.

Authors :: Collins, Robert A.
Source :: Journal of Futures Markets; Feb2000, Vol. 20 Issue 2, p189-204, 16p, 7 Charts
Publication Year :: 2000
Abstract: Examines effectiveness of multivariate hedging models for risk management in the United States soy complex. Overview of multivariate hedging methods; Relevance of historical data on decision-making about hedging portfolios; Comparison between risk reductions of multivariate methods and hedge ratios.

Subjects :: HEDGING (Finance)
RISK management in business
ECONOMETRIC models

Language :: English
ISSN :: 02707314
Volume :: 20
Issue :: 2
Database :: Complementary Index
Journal :: Journal of Futures Markets
Publication Type :: Academic Journal
Accession number :: 2767707
Full Text :: https://doi.org/10.1002/(SICI)1096-9934(200002)20:2<189::AID-FUT5>3.0.CO;2-V

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