Mean-variance hedging in the presence of estimation risk
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Publication:2059297
DOI10.1007/s11147-021-09176-6zbMath1479.91394OpenAlexW3131212676MaRDI QIDQ2059297
Publication date: 13 December 2021
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-021-09176-6
mean-variance hedgingsignificance testinformation ratiominimum-variance hedgerisk-aversion coefficient
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