Performance of utility-based strategies for hedging basis risk (Q4610231)
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scientific article; zbMATH DE number 7002127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of utility-based strategies for hedging basis risk |
scientific article; zbMATH DE number 7002127 |
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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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