A simple test of optimal hedging policy (Q1950751)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6162774
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A simple test of optimal hedging policy |
scientific article; zbMATH DE number 6162774 |
Statements
A simple test of optimal hedging policy (English)
0 references
13 May 2013
0 references
optimal hedge ratio
0 references
risk-return measure
0 references
Sharpe ratio
0 references
hedging effectiveness
0 references
mean-variance analysis
0 references
0.7467650175094604
0 references
0.7397821545600891
0 references
0.7283604145050049
0 references
0.7249102592468262
0 references
0.7232718467712402
0 references
