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Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
2
Hedging under model misspecification: All risk factors are equal, but some are more equal than others …
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-431
Persistent link: https://www.econbiz.de/10009842701
Saved in:
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