n practice, commodity hedgers are faced with a fundamental question: what ratio 'However, despite the differences in the estimated hedge ratios, the returns to the hedge portfolios are not significantly different. This occurs despite the greater variability in the return to the portfolio based on th
โฆ LIBER โฆ
Optimality of the least squares estimator
โ Scribed by Robert Berk; Jiunn T Hwang
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 534 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
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