Performance of utility-based strategies for hedging basis risk (Q4610231): Difference between revisions
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Revision as of 19:04, 19 March 2024
scientific article; zbMATH DE number 7002127
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English | Performance of utility-based strategies for hedging basis risk |
scientific article; zbMATH DE number 7002127 |
Statements
Performance of utility-based strategies for hedging basis risk (English)
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15 January 2019
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hedging basis risk
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utility maximization
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index futures
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