Optimal hedging in a futures market with background noise and basis risk

B-Tier

Journal: European Economic Review

Year: 1993

Volume: 37

Issue: 5

Pages: 949-960

Authors (3)

Briys, Eric (HEC Paris (École des Hautes Ét...) Crouhy, Michel (not in RePEc) Schlesinger, Harris

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count