A further note on the optimality of the OLS hedge strategy
Year of publication: |
2008
|
---|---|
Authors: | Lien, Da-hsiang Donald |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 3, p. 308-311
|
Subject: | Futures | Hedging | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Theorie | Theory |
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