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- Title
- Hedge effectiveness: Basis risk and minimum-variance hedging
- Creators
- Mark G Castelino - Rutgers, The State University of New Jersey
- Publication Details
- The journal of futures markets, Vol.12(2), pp.187-201
- Date published
- 04/1992
- Publisher
- Wiley Subscription Services, Inc., A Wiley Company
- Number of pages
- 15
- Academic Unit
- Finance and Economics (RBS)
- Language
- English
- Resource Type
- Journal article
- Identifiers
- 991031716220404646