Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia
- 期刊名称Applied Economics
- 作者Barbi, Massimiliano; Romagnoli, Silvia
- 卷第48卷
- 期第14期
- 印刷ISSN0003-6846
- 电子ISSN1466-4283
- 文件大小1549.43KB
- 发表时间2016-03-21
- DOI10.1080/00036846.2015.1096008
- 页码1271-1280