The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs
Boonlert Jitmaneeroj
| Year of publication: |
2018
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|---|---|
| Authors: | Boonlert Jitmaneeroj |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 58.2018, p. 282-298
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| Subject: | Hedge ratio | Hedging effectiveness | Hedging horizon | Rebalancing horizon | Transaction cost | Hedging | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.03.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034214