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~isPartOf:"Journal of empirical finance"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Wiley finance"
~person:"Kolb, Robert W."
~subject:"Derivat"
~type:"article"
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Journal of empirical finance
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The journal of futures markets
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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
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