The global minimum variance hedge (Q2211002)
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scientific article; zbMATH DE number 7272112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The global minimum variance hedge |
scientific article; zbMATH DE number 7272112 |
Statements
The global minimum variance hedge (English)
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10 November 2020
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minimum variance hedge
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global minimum variance hedge
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hedge boundary
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information ratio
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0.782923698425293
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0.7651030421257019
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0.7595184445381165
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0.7565237283706665
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0.7529051899909973
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