Preference-free optimal hedging using futures

Aspects of Multivariate Statistical Theory

Leon Jay Gleser, Robb J. Muirhead · Technometrics · 1984 · 3.4K citations

Natural Sciences, Biostatistics, Econometrics +13

Bivariate garch estimation of the optimal commodity futures Hedge

Richard T. Baillie, Robert J. Myers · Journal of Applied Econometrics · 1991 · 737 citations

Social Sciences, Economics, Finance +17

Hedging and the Competitive Firm under Price Uncertainty

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

Business, Business Economics, Economics +13

On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice

Joel Owen, Ramon Rabinovitch · The Journal of Finance · 1983 · 366 citations

Business, Economics, Finance +17

Mutual fund separation in financial theory—The separating distributions

Stephen A. Ross · Journal of Economic Theory · 1978 · 355 citations

Business, Economics, Finance +13