Effect of institutional realities on dynamic hedging performance for a Grain producer

Abstract

. On page 239, equation (5) should read as follows:The minus sign afterAy(t -1) should be a plus sign. On page 250, formula (7) in Appendix A should read as follows: W*(t) = A{@@) -@ ( t ) P ( P '~( t ) P ) -' P ' @ ( t ) } A .The two W's following A' should have tildes over them. ERRATUM f 4 9 l