A Note on the Optimal Hedge Ratio : A Revisit
| Year of publication: |
1986
|
|---|---|
| Authors: | Liu, Donald J. ; Roe, Terry L. |
| Publisher: |
Ithaca, NY : Cornell University, Charles H. Dyson School of Applied Economics and Management |
| Subject: | Public Economics | Research Methods/ Statistical Methods |
| Series: | Staff Paper ; SP 86-17 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 10.22004/ag.econ.186294 [DOI] hdl:10419/276708 [Handle] RePEc:ags:cudasp:186294 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10014341777