THE SIGNIFICANCE OF HEDGING CAPITAL REQUIREMENTS

被引：3

作者：

BLANK, SC

机构：

[1] Agricultural Economics Department, University of California, Davis

来源：

JOURNAL OF FUTURES MARKETS | 1992年 / 12卷 / 01期

关键词：

D O I：

10.1002/fut.3990120103

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：11 / 18

页数：8

共 11 条

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[2] DETERMINING FUTURES HEDGING RESERVE CAPITAL REQUIREMENTS [J].

BLANK, SC .

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[3]

BLANK SC, 1991, FUTURES OPTIONS MARK

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[6]

HILLS J, 1983, ELECT STUD, V2, P139

[7] ANALYSIS OF PROFIT MARGIN HEDGING STRATEGIES FOR HOG PRODUCERS [J].

KENYON, D ;

CLAY, J .

JOURNAL OF FUTURES MARKETS, 1987, 7 (02) :183-202

[8]

KOLB R, 1985, REV RES FUTURES MARK, V4, P1

[9] A PORTFOLIO APPROACH TO OPTIMAL HEDGING FOR A COMMERCIAL CATTLE FEEDLOT [J].

PETERSON, PE ;

LEUTHOLD, RM .

JOURNAL OF FUTURES MARKETS, 1987, 7 (04) :443-457

[10]

SCHMIESING B, 1985, W J AGR EC, V10, P192

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