A note on minimum riskiness hedge ratio
Year of publication: |
November 2015
|
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Authors: | Ehsani, Sina ; Lien, Da-hsiang Donald |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 11-17
|
Subject: | Economic index of riskiness | Operational measure of riskiness | Hedge ratio | Theorie | Theory | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Hedging | Erwartungsnutzen | Expected utility | Messung | Measurement | Index | Index number | Portfolio-Management | Portfolio selection |
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