The optimal hedge ratio in unbiased futures markets

Simon Benninga^*, Rafael Eldor, Itzhak Zilcha

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

94 Scopus citations

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@article{fc0216d0beb54ddaa652d7ef307d0ee6,

title = "The optimal hedge ratio in unbiased futures markets",

author = "Simon Benninga and Rafael Eldor and Itzhak Zilcha",

year = "1984",

doi = "10.1002/fut.3990040206",

language = "אנגלית",

volume = "4",

pages = "155--159",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "2",

}

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T1 - The optimal hedge ratio in unbiased futures markets

AU - Benninga, Simon

AU - Eldor, Rafael

AU - Zilcha, Itzhak

PY - 1984

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SN - 0270-7314

VL - 4

SP - 155

EP - 159

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 2

ER -