The limits to minimum-variance hedging
Richard D. F. Harris, Jian Shen and Evarist Stoja
| Year of publication: |
2010
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|---|---|
| Authors: | Harris, Richard D. F. ; Shen, Jian ; Stoja, Evarist |
| Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 37.2010, 5/6, p. 737-761
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| Subject: | Hedging | Betafaktor | Beta risk | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis |
| 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://ebvufind01.dmz1.zbw.eu/10008698686