๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Application of the Capital Asset Pricing Model to Multi-period Investments

โœ Scribed by HAROLD BIERMAN JR.; SEYMOUR SMIDT


Book ID
111104754
Publisher
John Wiley and Sons
Year
1975
Tongue
English
Weight
567 KB
Volume
2
Category
Article
ISSN
0306-686X

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This study measures the performance of stacked hedge techniques with applications to investment assets and to commercial commodities. The naive stacked hedge is evaluated along with three other versions of the stacked hedge, including those which use exponential and minimum variance ratios. Three co