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Utility maximizing hedge ratios in the extended mean gini framework
Author(s) -
Kolb Robert W.,
Okunev John
Publication year - 1993
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990130603
Subject(s) - futures contract , citation , portfolio , miami , economics , actuarial science , mathematical economics , library science , sociology , financial economics , computer science , environmental science , soil science
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