The following pages link to The global minimum variance hedge (Q2211002):
Displaying 4 items.
- Hedging effectiveness of stock index futures (Q704076) (← links)
- Mean-variance hedging in the presence of estimation risk (Q2059297) (← links)
- Minimum variance hedging based on time-varying copulas (Q2917173) (← links)
- The Minimum Variance Hedge Ratio Under Stochastic Interest Rates (Q3116755) (← links)