Optimal Hedging Under Price, Quantity and Exchange Rate Uncertainty
نویسندگان
چکیده
منابع مشابه
Optimal Hedging under Price , Quantity and Exchange Rate Uncertainty
After devising expectational measures of production, price and exchange rate uncertainty, this paper presents a model to derive an optimal hedging strategy for a primary producer who is subject to variability on the price and the amount of its output and on the exchange rate risk when the final proceeds of its sales are not denominated in its currency of numeraire. In this model, it is assumed ...
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ژورنال
عنوان ژورنال: African Development Review
سال: 1989
ISSN: 1017-6772,1467-8268
DOI: 10.1111/j.1467-8268.1989.tb00013.x