OPTIMAL HEDGING UNDER INTERTEMPORALLY DEPENDENT PREFERENCES

[1] HEDGING AND JOINT PRODUCTION - THEORY AND ILLUSTRATIONS [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 487 - 498

[2] THE OPTIMAL HEDGE RATIO IN UNBIASED FUTURES MARKETS [J]. JOURNAL OF FUTURES MARKETS, 1984, 4 (02) : 155 - 159

[3] TIME PREFERENCE AND CAPITAL-ASSET PRICING-MODELS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 145 - 159

[4] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 157 - 170

[5] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[6] Hicks J, 1965, CAPITAL GROWTH

[7] HO T, 1984, INTERTEMPORAL COMMOD, V39, P139

[8] Ingersoll Jonathan E., 1987, THEORY FINANCIAL DEC

[9] JOHNSON L, 1960, REV ECON STUD, V27, P139

[10] LOSQ E, 1982, ECON LETT, V12, P65

[1] HEDGING AND JOINT PRODUCTION - THEORY AND ILLUSTRATIONS [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 487 - 498

[2] THE OPTIMAL HEDGE RATIO IN UNBIASED FUTURES MARKETS [J]. JOURNAL OF FUTURES MARKETS, 1984, 4 (02) : 155 - 159

[3] TIME PREFERENCE AND CAPITAL-ASSET PRICING-MODELS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 145 - 159

[4] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 157 - 170

[5] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[6] Hicks J, 1965, CAPITAL GROWTH

[7] HO T, 1984, INTERTEMPORAL COMMOD, V39, P139

[8] Ingersoll Jonathan E., 1987, THEORY FINANCIAL DEC

[9] JOHNSON L, 1960, REV ECON STUD, V27, P139

[10] LOSQ E, 1982, ECON LETT, V12, P65