A Critique of Minimum Variance Hedging

Jonathan Dark

Accounting Research Journal, 2005, vol. 18, issue 1, 40-49

Abstract: Keywords: Minimum variance hedging, Hedge ratios

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eme:arjpps:10309610580000674

DOI: 10.1108/10309610580000674

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