Hedging effectiveness of the hedged portfolio: the expected...

Applied Economics 2015 / 04 Vol. 47; Iss. 20

Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at-risk approach

Chuang, Chung-Chu, Wang, Yi-Hsien, Yeh, Tsai-Jung, Chuang, Shuo-Li
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Volume:
47
Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2014.1000528
Date:
April, 2015
File:
PDF, 189 KB
english, 2015
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