The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Year of publication: |
2012
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Authors: | Juhl, Ted ; Kawaller, Ira G. ; Koch, Paul D. |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 9, p. 837-876
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
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