Minimum variance hedging when spot price changes are partially predictable
| Year of publication: |
2008
|
|---|---|
| Authors: | Ederington, Louis H. ; Salas, Jesus M. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 5, p. 654-664
|