Comparison of hedging performance with a rollover semi-variance approach
Tsangyao Chang and Chia-Fan Ho
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Chang, Tsangyao ; Ho, Chia-Fan |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 4, p. 441-452
|
| Subject: | Futures hedging | Minimum variance hedge | Rollover semi-variance hedge ratio | Semi-covariance | Hedging | Theorie | Theory | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913063