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The global minimum variance hedge - MaRDI portal

The global minimum variance hedge (Q2211002)

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scientific article
Language Label Description Also known as
English
The global minimum variance hedge
scientific article

    Statements

    title
    The global minimum variance hedge (English)
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    author
    Wan-Yi Chiu
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    publication date
    10 November 2020
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    zbMATH Keywords
    minimum variance hedge
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    global minimum variance hedge
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    hedge boundary
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    information ratio
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    Identifiers

    zbMATH DE Number
    7272112
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    OpenAlex ID
    W2943538418
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    Wikidata QID
    Q128021882
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