Hedging with zero-value at risk hedge ratio
| Year of publication: |
2006
|
|---|---|
| Authors: | Hung, Jui-Cheng ; Chiu, Chien-Liang ; Lee, Ming-Chih |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 3, p. 259-270
|