Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Philippe Boveroux and Albert Minguet
| Year of publication: |
1999
|
|---|---|
| Authors: | Boveroux, Philippe ; Minguet, Albert |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 5, p. 423-432
|
| Subject: | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Hedging | Derivat | Derivative | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation | Frankreich | France | 1993-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001454690