𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nuclear future — A case of method bias?

✍ Scribed by Sven Hunhammar

Book ID
114084650
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
582 KB
Volume
53
Category
Article
ISSN
0040-1625

No coin nor oath required. For personal study only.

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The conventional approach applies an estimated optimal hedge ratio to evaluate and compare hedging performance. This note shows that the approach produces a biased result. Moreover, it tends to underestimate the true hedging performance.