Optimal hedge ratio in a biased forward market under liquidity constraints

Dömötör, Barbara Mária (2017) Optimal hedge ratio in a biased forward market under liquidity constraints. Finance Research Letters, 21 (May). pp. 259-263. DOI https://doi.org/10.1016/j.frl.2016.11.009

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Official URL: http://www.sciencedirect.com/science/article/pii/S1544612316301830

Item Type:

Article

Uncontrolled Keywords:

corporate risk management, optimal hedge ratio, funding liquidity, biased forward markets

JEL classification:

G17 - Financial Forecasting and Simulation
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

Divisions:

Faculty of Business Administration > Institute of Finance and Accounting > Department of Finance

Subjects:

Finance

DOI:

https://doi.org/10.1016/j.frl.2016.11.009

ID Code:

3076

Deposited By:

MTMT SWORD

Deposited On:

11 Oct 2017 11:12