Futures minimum variance hedge ratio determination : an ex-ante analysis
Year of publication: |
2020
|
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Authors: | Chen, Ren-Raw ; Leistikow, Dean ; Wang, Andrew |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-17
|
Subject: | Cost-of-carry | Ex-ante-hedge-ratio | MVHR | Vasicek | Hedging | Theorie | Theory | Derivat | Derivative |
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