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Futures hedge ratios: a review

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References

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1976The Theory of Hedging and Speculation in Commodity Futures660 cited
1960The Theory of Hedging and Speculation in Commodity Futures617 cited
1988Testing for Common Trends428 cited
1988Estimation of the Optimal Futures Hedge395 cited
1989Generalized Optimal Hedge Ratio Estimation

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381 cited

1978Safety-First, Stochastic Dominance, and Optimal Portfolio Choice277 cited

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