An optimal combination of risk-return and naive hedging (Q2517099)
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scientific article; zbMATH DE number 6472497
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| English | An optimal combination of risk-return and naive hedging |
scientific article; zbMATH DE number 6472497 |
Statements
An optimal combination of risk-return and naive hedging (English)
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14 August 2015
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optimal hedging
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risk-return hedging
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naive hedging
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naive rule
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combined forecasts
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0.8904111
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0.8836833
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0.88305515
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0.8740834
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0.8713696
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0.87110394
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0.87106204
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