Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
Year of publication: |
2020
|
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Authors: | Robiyanto, Robiyanto ; Nugroho, Bayu Adi ; Handriani, Eka ; Huruta, Andrian Dolfriandra |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 6.2020, 53, p. 1-29
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Subject: | DCC-GARCH | Gold | Minimum variance | Oil | Portfolio insurance | Portfolio-Management | Portfolio selection | Hedging | Welt | World | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Erdölindustrie | Oil industry | Goldstandard | Gold standard | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-020-00199-w [DOI] hdl:10419/237233 [Handle] |
Classification: | C22 - Time-Series Models ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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