Long hedge
Long hedge is a hedge that occurs when futures contracts are bought in anticipation of (or to guard against) price increases.
Definitions
According to Financial Management Theory and Practice by Eugene F. Brigham and Michael C. Ehrhardt (13th edition),
- Long hedge. Occur when futures contracts are bought in anticipation of (or to guard against) price increases.
According to Fundamentals of Financial Management by Eugene F. Brigham and Joel F. Houston (15th edition),
- Long hedges. Futures contracts are bought in anticipation of (or to guard against) price increases.
Related concepts
- Financial management. A combination of enterprise efforts undertaken in order to procure and utilize monetary resources of the enterprise.
