OPTIMAL HEDGING POLICIES

[1] INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 925 - 984

[2] Aliber R. Z., 1978, EXCHANGE RISK CORPOR

[3] CROSS HEDGING [J]. JOURNAL OF POLITICAL ECONOMY, 1981, 89 (06) : 1182 - 1196

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346

[6] Cox John C, 1978, THEORY TERM STRUCTUR

[7] EATON J, 1981, NBER777 WORK PAP

[8] FLEXIBLE EXCHANGE-RATES, PRICES, AND THE ROLE OF NEWS - LESSONS FROM THE 1970S [J]. JOURNAL OF POLITICAL ECONOMY, 1981, 89 (04) : 665 - 705

[9] HEALY P, 1982, THESIS U ROCHESTER

[10] JACQUE LL, 1981, J INT BUSINESS S SPR, P81

[1] INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 925 - 984

[2] Aliber R. Z., 1978, EXCHANGE RISK CORPOR

[3] CROSS HEDGING [J]. JOURNAL OF POLITICAL ECONOMY, 1981, 89 (06) : 1182 - 1196

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346

[6] Cox John C, 1978, THEORY TERM STRUCTUR

[7] EATON J, 1981, NBER777 WORK PAP

[8] FLEXIBLE EXCHANGE-RATES, PRICES, AND THE ROLE OF NEWS - LESSONS FROM THE 1970S [J]. JOURNAL OF POLITICAL ECONOMY, 1981, 89 (04) : 665 - 705

[9] HEALY P, 1982, THESIS U ROCHESTER

[10] JACQUE LL, 1981, J INT BUSINESS S SPR, P81