Minimum variance hedging when spot price changes are partially predictable
| Autor: | Ederington, Louis H.1 lederington@ou.edu, Salas, Jesus M.1,2 jsalas@ou.edu |
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| Zdroj: | Journal of Banking & Finance. May2008, Vol. 32 Issue 5, p654-663. 10p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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