Performance of utility-based strategies for hedging basis risk (Q4610231)
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scientific article; zbMATH DE number 7002127
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| default for all languages | No label defined |
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| English | 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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0.8093963861465454
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0.8047962188720703
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0.7931308150291443
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0.7931308150291443
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0.7924908399581909
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