Riskiness-minimizing spot-futures hedge ratio
Year of publication: |
2014
|
---|---|
Authors: | Chen, Yi-ting ; Ho, Keng-yu ; Tzeng, Larry Y. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 154-164
|
Subject: | Riskiness index | Optimal hedge ratio | Method-of-moments | Hedging | Index-Futures | Index futures | Risiko | Risk | Portfolio-Management | Portfolio selection |
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