The global minimum variance hedge
Year of publication: |
2020
|
---|---|
Authors: | Chiu, Wan-Yi |
Published in: |
Review of derivatives research. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7144, ZDB-ID 2004343-0. - Vol. 23.2020, 2, p. 121-144
|
Subject: | Minimum variance hedge | Global minimum variance hedge | Hedge boundary | Information ratio | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection |
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