The global minimum variance hedge (Q2211002)
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: The global minimum variance hedge |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The global minimum variance hedge |
scientific article |
Statements
The global minimum variance hedge (English)
0 references
10 November 2020
0 references
minimum variance hedge
0 references
global minimum variance hedge
0 references
hedge boundary
0 references
information ratio
0 references
0 references