The Semivariance-Minimizing Hedge Ratio
Year of publication: |
2003
|
---|---|
Authors: | Turvey, Calum G. ; Nayak, Govindaray |
Published in: |
Journal of Agricultural and Resource Economics. - Western Agricultural Economics Association - WAEA. - Vol. 28.2003, 01
|
Publisher: |
Western Agricultural Economics Association - WAEA |
Subject: | downside risk | optimal hedging ratio | risk management | semivariance hedge ratio | Research Methods/ Statistical Methods |
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