Utility maximizing hedge ratios in the extended mean Gini framework
by Robert W. Kolb and John Okunev
| Year of publication: |
1992
|
|---|---|
| Authors: | Kolb, Robert W. ; Okunev, John |
| Publisher: |
Wellington, New Zealand |
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | Derivat | Derivative | Warenbörse | Commodity exchange | Kakaomarkt | Cocoa market | Ghana | Nigeria | Elfenbeinküste | Cote d'Ivoire | Brasilien | Brazil |
| Extent: | [2], 22 S. : graph. Darst |
|---|---|
| Series: | Discussion paper. - Wellington, New Zealand : Money and Finance Group, Victoria University of Wellington, ISSN 0114-4251, ZDB-ID 2955098-1. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000920662