An empirical study of the impact of skewness and kurtosis on hedging decisions
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Publication:5745646
DOI10.1080/14697688.2012.696677zbMath1280.91202OpenAlexW1992526784MaRDI QIDQ5745646
Publication date: 30 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.696677
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