Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Year of publication: |
2008
|
---|---|
Authors: | Fernández, Viviana |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 2, p. 182-207
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Kapitaleinkommen | Capital income | Korrelation | Correlation | Metall | Metal | Großbritannien | United Kingdom | 1993-2005 |
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