Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Viviana Fernandez
| Year of publication: |
2008
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|---|---|
| Authors: | Fernández, Viviana |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 2, p. 182-207
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Kapitaleinkommen | Capital income | Korrelation | Correlation | Metall | Metal | Großbritannien | United Kingdom | 1993-2005 |
| 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/10003647712