Utility maximizing hedge ratios in the extended mean gini framework
Year of publication: |
1993
|
---|---|
Authors: | Kolb, Robert W. |
Other Persons: | Okunev, John (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 6, p. 597-609
|
Subject: | Derivat | Derivative | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Warenbörse | Commodity exchange | Kakaomarkt | Cocoa market | Ghana | Nigeria | Elfenbeinküste | Cote d'Ivoire | Brasilien | Brazil | 1952-1976 |
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