Multi-objective hedging model with the third central moment and the capital budget
Year of publication: |
2014
|
---|---|
Authors: | Fu, Junhui |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 36.2014, C, p. 213-219
|
Publisher: |
Elsevier |
Subject: | Futures hedging | The third central moment | Capital budget | Multi-objective programming |
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