The extended Gini coefficient, C, is a measure of dispersion with strong theoretical merit for use in futures hedging. Yitzhaki (1982Yitzhaki ( , 1983) ) provides conditions under which a two-parameter framework using the mean and C of portfolio returns yields an efficient set consistent with second
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On the conventional definition of currency hedge ratio
โ Scribed by Lien, Da-Hsiang Donald
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 386 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
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