Message-ID: <12909715.1075863431228.JavaMail.evans@thyme>
Date: Tue, 17 Jul 2001 15:48:28 -0700 (PDT)
From: j.kaminski@enron.com
To: vasant.shanbhogue@enron.com
Subject: FW: Hedging full requirement deals (PDF file attached)
Cc: vkaminski@aol.com
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 -----Original Message-----
From: 	Huang, Alex  
Sent:	Wednesday, July 11, 2001 8:19 AM
To:	Kaminski, Vince J; Lu, Zimin; Kohli, Sandeep; Krishnarao, Pinnamaneni; Feng, Youyi; Halliburton, Tom
Subject:	FW: Hedging full requirement deals (PDF file attached)


Three approaches are proposed:
1. Maximizing profit.
2. Minimizing variance.
3. Minimizing value at risk (in progress, but not very promising).

 