## Abstract We characterize conditions under which the regime switching (RS) hedge strategy will perform better than the ordinary least squares (OLS) hedge strategy. The result can be extended to the case where the GARCH effects prevail. Specifically, these conditions would allow the RS‐GARCH hedge
The Effect of ‘Simplicity’ on the Strategy–Performance Relationship: A Note
✍ Scribed by G. T. Lumpkin; Gregory G. Dess
- Book ID
- 110944453
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 125 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0022-2380
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