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~isPartOf:"The journal of futures markets"
~person:"Heuson, Andrea J."
~person:"Noe, Thomas H."
~person:"Okunev, John"
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Heuson, Andrea J.
Noe, Thomas H.
Okunev, John
Kolb, Robert W.
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The journal of futures markets
Journal of Futures Markets
3
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W.
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
Saved in:
2
(Micro) Fads in Asset Prices: Evidence from the Futures Market
Gay, Gerald D.
;
Kale, Jayant R.
;
Kolb, Robert W.
;
Noe, …
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 637-660
Persistent link: https://www.econbiz.de/10006866699
Saved in:
3
An empirical evaluation of the extended mean-Gini coefficient for futures hedging
Kolb, Robert W.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 177-186
Persistent link: https://www.econbiz.de/10001124219
Saved in:
4
Utility Maximizing Hedge Ratios in the Extended Mean Gini Framework
Kolb, Robert W.
;
Okunev, John
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 597-610
Persistent link: https://www.econbiz.de/10006869662
Saved in:
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