The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
| Year of publication: |
2012
|
|---|---|
| Authors: | Juhl, Ted ; Kawaller, Ira G. ; Koch, Paul D. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 9, p. 837-876
|
| Publisher: |
John Wiley & Sons, Ltd. |