Utility Maximizing Hedge Ratios in the Extended Mean Gini Framework
| Year of publication: |
1993
|
|---|---|
| Authors: | Kolb, Robert W. ; Okunev, John |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 6, p. 597-610
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