Mean-variance hedging in the presence of estimation risk (Q2059297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance hedging in the presence of estimation risk |
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Mean-variance hedging in the presence of estimation risk (English)
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13 December 2021
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minimum-variance hedge
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mean-variance hedging
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risk-aversion coefficient
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information ratio
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significance test
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