OPTIMAL HEDGING STRATEGIES FOR THE U.S. CATTLE FEEDER [PDF]
Multiproduct optimal hedging for simulated cattle feeding is compared to alternative hedging strategies using weekly price data for 1983-95. Out-of-sample means and variances of hedged feeding margins using estimated hedge ratios for four commodities ...
Noussinov, Mikhail A. +1 more
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Why Do Firms Engage in Selective Hedging? [PDF]
Surveys of corporate risk management document that selective hedging, where managers incorporate their market views into firms’ hedging programs, is widespread in the U.S. and other countries.
Chitru S. Fernando +2 more
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SPATIAL ANALYSIS OF FEEDER CATTLE HEDGING RISK [PDF]
Optimal hedge ratios are estimated for various weights of feeder cattle in four cash markets based on CME data from 1992 to 1999. Three-month uniform hedges are simulated for every weight, contract, and cash market combination.
Anderson, John D. +2 more
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Optimal phenotypic adaptation in fluctuating environments. [PDF]
George JT.
europepmc +1 more source
A crisis of overconfidence: Why confidence, not accuracy, is the real risk in clinical AI. [PDF]
Berkowitz JS +4 more
europepmc +1 more source
Lexical hints of accuracy in LLM reasoning chains. [PDF]
Vanhoyweghen A +3 more
europepmc +1 more source
The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]
Aljughaiman AA +3 more
europepmc +1 more source
Fisher Information Limits on Genetic Stability, Diversity, and Regulation. [PDF]
Glasenapp JS, Gatenby RA.
europepmc +1 more source
Benchmarking Quantum Solvers in Noisy Digital Simulations for Financial Portfolio Optimization. [PDF]
Shen R, Hao Z, Lee CH.
europepmc +1 more source
Comparing Hedging Effectiveness: An Application of the Encompassing Principle [PDF]
An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here to ...
Sanders, Dwight R., Manfredo, Mark R.
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