Performance of utility-based strategies for hedging basis risk (Q4610231)

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scientific article; zbMATH DE number 7002127
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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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