Exploring hedging strategies identified by fractal dimensions
Year of publication: |
2020
|
---|---|
Authors: | Basson, Lodewikus Jacobus ; Van Vuuren, Gary |
Published in: |
Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 67.2020, 1, p. 1-13
|
Subject: | fractal market hypothesis | hedging strategy | trading strategy | Hedging | Theorie | Theory | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection |
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