Concepedia

Optimal hedging of uncertain and long-term foreign exchange exposure

Mark R. Eaker, Dwight Grant

Journal of Banking & Finance · 1985 · 38 citations · 13 references

DOI

Concepts

References

13

Estimation of the Mean of a Multivariate Normal Distribution

Charles Stein · The Annals of Statistics · 1981 · 2.8K citations · Full text

, , +15

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

, , +16

The Valuation of Uncertain Income Streams and the Pricing of Options

Mark Rubinstein · The Bell Journal of Economics · 1976 · 1.7K citations

, , +17

The Hedging Performance of the New Futures Markets

Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations

, , +14

Hedging and the Competitive Firm under Price Uncertainty

Duncan McC. Holthausen · American Economic Review · 1979 · 398 citations

, , +13