"On hedge effectiveness and risk decomposition."

Alvin Kuruc, Bernard Lee, Alastair Wilkins (1999)

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DOI: 10.1109/CIFER.1999.771132

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Alvin Kuruc, Bernard Lee, Alastair Wilkins:
On hedge effectiveness and risk decomposition. CIFEr 1999: 297-321

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