A simple test of optimal hedging policy (Q1950751)
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scientific article; zbMATH DE number 6162774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple test of optimal hedging policy |
scientific article; zbMATH DE number 6162774 |
Statements
A simple test of optimal hedging policy (English)
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13 May 2013
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optimal hedge ratio
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risk-return measure
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Sharpe ratio
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hedging effectiveness
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mean-variance analysis
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