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University of Illinois at Urbana-Champaign
A Portfolio Theory-Based Optimal Hedging Technique With an Application to A Commercial Cattle Feedlot
Abstract
dc:descriptionThis dissertation treats the optimal hedging problem as a special case of the general portfolio problem. The hedger, who holds some cash position, wants to find the futures position which reduces the risk of the entire portfolio to some level consistent with his risk-return preferences.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Agricultural Economics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2014
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Peterson, Paul Edward
Subjects
dc:subject × 1Identifiers
dc:identifier.*- Identifier
- (UMI)AAI8309999
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/69852