Showing 11 - 20 of 683
Persistent link: https://www.econbiz.de/10001583340
Persistent link: https://www.econbiz.de/10005152355
Persistent link: https://www.econbiz.de/10007340383
Persistent link: https://www.econbiz.de/10007352621
This paper considers a futures hedge strategy that minimizes the lower partial moments; such a strategy minimizes the downside risk and is consistent with the expected utility hypothesis. Two statistical methods are adopted to estimate the optimal hedge ratios: the empirical distribution...
Persistent link: https://www.econbiz.de/10009206962
Persistent link: https://www.econbiz.de/10007670983
Persistent link: https://www.econbiz.de/10007681034
Persistent link: https://www.econbiz.de/10007639028
Persistent link: https://www.econbiz.de/10007634999
Persistent link: https://www.econbiz.de/10005161119