A note on the relationship between the v
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Donald Lien
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Article
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2010
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John Wiley and Sons
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English
β 67 KB
π 2 views
## Abstract This note provides an analysis to examine the conjecture about the monotonic relationship between hedge ratio variability and hedging performance. Specific conditions are characterized to sustain the conjecture. Β© 2010 Wiley Periodicals, Inc. Jrl Fut Mark