The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated
Ted Juhl; Ira G. Kawaller; Paul D. Koch
| Year of publication: |
2012
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|---|---|
| Authors: | Juhl, Ted ; Kawaller, Ira G. ; Koch, Paul Douglas |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 9, p. 837-876
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| Subject: | Theorie | Theory | Hedging | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009612630