A note on estimating the minimum extended Gini hedge ratio
Year of publication: |
1999
|
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Authors: | Lien, Donald ; Shaffer, David R. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 1, p. 101-113
|
Subject: | Portfolio-Management | Portfolio selection | Gini-Koeffizient | Gini coefficient | Hedging | Japan | USA | United States | Südkorea | South Korea | Hongkong | Hong Kong | Spanien | Spain | 1982-1996 |
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