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Corvinus

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
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
Last Modified:01 May 2018 05:15

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