A Study of Risk-exposed Cotton Trading
作者:
EdmondE. D.,
BedriFatima,
期刊:
Journal of the Operational Research Society
(Taylor Available online 1993)
卷期:
Volume 44,
issue 5
页码: 435-444
ISSN:0160-5682
年代: 1993
DOI:10.1057/jors.1993.80
出版商: Taylor&Francis
关键词: Decision Support Systems;Forecasting;Commodity Markets
数据来源: Taylor
摘要:
AbstractThe international spot-market, risk-exposed, trading of a cotton merchant was studied. A price model for estimating a market price for cotton with varying characteristics was constructed. This formed the input for a trading decision model which predicted the outcome of the merchant taking risky positions.
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