The Opportunity Cost of Hedging under Incomplete Information : Evidence from ETF/Ns
Year of publication: |
2020
|
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Authors: | Cui, Zhenyu |
Other Persons: | Simaan, Majeed (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Unvollkommene Information | Incomplete information | Hedging | Opportunitätskosten | Opportunity cost |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 5, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3643958 [DOI] |
Classification: | C13 - Estimation ; G11 - Portfolio Choice ; G12 - Asset Pricing ; g50 |
Source: | ECONIS - Online Catalogue of the ZBW |
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