Optimal hedging and equilibrium in a dynamic futures market

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 1990
Volume: 14
Issue: 1
Pages: 21-33

Authors (2)

Duffie, Darrell (not in RePEc) Jackson, Matthew O. (Stanford University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:dyncon:v:14:y:1990:i:1:p:21-33
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25