@article{Sarassoro:197722,
      recid = {197722},
      author = {Sarassoro, Gboroton F. and Leuthhold, Raymond M.},
      title = {International Risk Management: Optimal Hedging for the  Government Export Agency in the Ivory Coast},
      address = {1989},
      number = {994-2016-77782},
      pages = {6},
      year = {1989},
      abstract = {A risk management model based on portfolio theory, which  accounts jointly for price, quanitity, interest rate, and  exchange rate risks, is developed and applied to cocoa and  coffee production and exports in the Ivory Coast.  Using  commodity and financial futures marlets jointly, the  results show that a government export agency can reduce  risks for 27 to 86 percent by following a multicommodity  hedging programme.  The model and technique developed are  applicable to many international risk management  situations.},
      url = {http://ageconsearch.umn.edu/record/197722},
      doi = {https://doi.org/10.22004/ag.econ.197722},
}