Hedging and value at risk
Year of publication: |
2006
|
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Authors: | Harris, Richard D. F. ; Shen, Jian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 4, p. 369-390
|
Subject: | Hedging | Risikomaß | Risk measure |
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