Reexaming the hedging behavior and investors' risk aversion in the currency futures markets : mean-variance versus extended mean-gini approach
Year of publication: |
1996
|
---|---|
Authors: | Hwang, Dar-yeh ; Lin, Yu-tsung ; Shen, Chung-hua ; Wu, Soushan |
Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 2.1996, p. 345-358
|
Subject: | Währungsderivat | Currency derivative | Hedging | Risiko | Risk | USA | United States | 1990-1992 |
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