Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Year of publication: |
2007
|
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Authors: | Lee, Ming-chih ; Hung, Jui-cheng |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 39.2007, 16/18, p. 2403-2412
|
Subject: | Futures | Hedging | Risikomaß | Risk measure | Risikoaversion | Risk aversion | Theorie | Theory | USA | United States | 1996-1999 |
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