## Abstract A new meanโrisk hedge ratio based on the concept of generalized semivariance (GSV) is proposed. The proposed meanโGSV (MโGSV) hedge ratio is consistent with the GSVโbased riskโreturn model developed by Fishburn (1977), Bawa (1975, 1978), and Harlow and Rao (1989). The MโGSV hedge ratio
โฆ LIBER โฆ
ON A GENERAL APPROACH TO HEDGED REASONING
โ Scribed by James P. Delgrande
- Book ID
- 110983913
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 536 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0824-7935
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