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Volatility as an asset class : obvious benefits and hidden risks
Jabłecki, Juliusz, (2015)
Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Boveroux, Philippe, (1999)
Die Hedgingeffektivität von Aktienindexfutures
Albrecht, Rainer, (1995)
The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk-super-
FONG, KINGSLEY, (2005)
Leading the herd to Greener pastures : when trade imitation is the most "profitable" form of flattery
Swan, Peter L., (2006)
The value of alpha forecasts in portfolio construction
Fong, Kingsley, (2009)