On a mean-generalized semivariance approach to determining the hedge ratio
Year of publication: |
2001
|
---|---|
Authors: | Chen, Sheng-syan ; Lee, Cheng F. ; Shrestha, Keshab |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 6, p. 581-598
|
Subject: | Hedging | Risiko | Risk | Schätztheorie | Estimation theory | Theorie | Theory |
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