Hedging under model misspecification: All risk factors are equal, but some are more equal than others …
Year of publication: |
2012
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Authors: | Branger, Nicole ; Krautheim, Eva ; Schlag, Christian ; Seeger, Norman |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 5, p. 397-431
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