Browsing by Subject "mean reversion"

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    • Can multiyear rollover hedging increase mean returns? 

      Yoon, Byung-Sam; Brorsen, B. Wade (Cambridge University Press, 2005-04)
      Both market advisors and researchers have often suggested multiyear rollover hedging as a way to increase producer returns. This study determines whether rollover hedging can increase expected returns for producers. For ...