Dual and single hedging strategy : a novel comparison from the direct and cross hedging perspective
Yun Feng and Yan Cui
| Year of publication: |
2022
|
|---|---|
| Authors: | Feng, Yun ; Cui, Yan |
| Subject: | Correlation | Dual hedge | Integrated risk | Minimum variance | Single hedge | Hedging | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Derivat | Derivative | Korrelation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-05-2020-0053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012880148