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Futures hedging with basis risk and expectation dependence
Broll, Udo, (2015)
Reference-dependent hedging : theory and evidence from Iowa corn producers
Jacobs, Keri L., (2018)
Adaptive expectations and commodity risk premiums
Bianchi, Daniele, (2021)
Classical Ergodicity and Modern Portfolio Theory
Poitras, Geoffrey, (2015)
‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance
Poitras, Geoffrey, (2008)
Skewness preference, mean-variance and the demand for put options
Poitras, Geoffrey, (1999)