Optimal hedging in the futures market under price uncertainty

C-Tier

Journal: Economics Letters

Year: 1983

Volume: 13

Issue: 2-3

Pages: 141-145

Authors (3)

Benninga, Simon (not in RePEc) Eldor, Rafael (Interdisciplinary Center (IDC)) Zilcha, Itzhak (Tel Aviv University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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