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Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance
hedging
portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic Modelling
42
(
2014
)
C
,
pp. 15-19
examine the backtesting of VaR models that consider the higher moments of the distribution for minimum-variance
hedging
…
Persistent link: https://www.econbiz.de/10010931025
Saved in:
2
The interaction among production,
hedging
and investment decisions
Alghalith, Moawia
- In:
Economic Modelling
30
(
2013
)
C
,
pp. 193-195
In this paper, we examine the interaction among the investment, production and
hedging
decisions. In so doing, we …
Persistent link: https://www.econbiz.de/10010608275
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