On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging
Year of publication: |
2017-10-17
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Authors: | Hou, Yang ; Holmes, Mark |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Hou, Yang and Holmes, Mark (2017): On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | BASE |
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