OPTIMAL INTERNATIONAL HEDGING IN COMMODITY AND CURRENCY FORWARD MARKETS

被引:42
作者
BENNINGA, S [1 ]
ELDOR, R [1 ]
ZILCHA, I [1 ]
机构
[1] TEL AVIV UNIV,IL-69978 TEL AVIV,ISRAEL
关键词
D O I
10.1016/0261-5606(85)90028-2
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:537 / 552
页数:16
相关论文
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