Mean-variance hedging in the presence of estimation risk (Q2059297)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-variance hedging in the presence of estimation risk |
scientific article; zbMATH DE number 7444113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance hedging in the presence of estimation risk |
scientific article; zbMATH DE number 7444113 |
Statements
Mean-variance hedging in the presence of estimation risk (English)
0 references
13 December 2021
0 references
minimum-variance hedge
0 references
mean-variance hedging
0 references
risk-aversion coefficient
0 references
information ratio
0 references
significance test
0 references
0 references
