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Hedging Your Advice: Do Portfolio Models Explain Hedging?

Author

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  • Peck, Anne E.
  • Nahmias, Antoinette M.

Abstract

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Suggested Citation

  • Peck, Anne E. & Nahmias, Antoinette M., 1989. "Hedging Your Advice: Do Portfolio Models Explain Hedging?," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 21(2), pages 1-12.
    • Handle: RePEc:ags:frisst:135926
    DOI: 10.22004/ag.econ.135926
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    Cited by:

    1. Songjiao Chen & William Wilson & Ryan Larsen & Bruce Dahl, 2016. "Risk Management for Grain Processors and “Copulas”," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 365-382, June.
    2. Elisson Andrade & Fabio Mattos & Roberto Arruda de Souza Lima, 2018. "New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs," Risks, MDPI, vol. 6(4), pages 1-15, October.
    3. Wei Shi & Scott H. Irwin, 2005. "Optimal Hedging with a Subjective View: An Empirical Bayesian Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 918-930.
    4. Mattos, Fabio & Garcia, Philip & Nelson, Carl, 2008. "Relaxing standard hedging assumptions in the presence of downside risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(1), pages 78-93, February.

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