Utility maximizing hedge ratios in the extended mean gini framework
Robert W. Kolb ; John Okunev
| Year of publication: |
1993
|
|---|---|
| Authors: | Kolb, Robert W. |
| Other Persons: | Okunev, John (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 6, p. 597-609
|
| Subject: | Derivat | Derivative | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Warenbörse | Commodity exchange | Kakaomarkt | Cocoa market | Ghana | Nigeria | Elfenbeinküste | Cote d'Ivoire | Brasilien | Brazil | 1952-1976 |
| Extent: | Graph. Darst |
|---|---|
| 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://www.econbiz.de/10001149386