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~isPartOf:"The journal of futures markets"
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The journal of futures markets
Working Paper Series / Victoria Business School, Victoria University of Wellington
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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
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2
An alternative formulation on the pricing of foreign currency options
Chiang, Raymond
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 903-907
Persistent link: https://www.econbiz.de/10001158682
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3
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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4
Stochastic Interest Rates, Transaction Costs, and Immunizing Foreign Currency Risk
Chiang, Raymond
;
Okunev, John
;
Tippett, Mark
- In:
The journal of futures markets
17
(
1997
)
5
,
pp. 579-598
Persistent link: https://www.econbiz.de/10007371075
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5
An Alternative Formulation on the Pricing of Foreign Currency Options
Chiang, Raymond
;
Okunev, John
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 903-908
Persistent link: https://www.econbiz.de/10006869642
Saved in:
6
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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