Open AccessAn optimal combination of risk-return and naive hedging
Author(s) -
Wan-Yi Chiu
Publication year - 2015
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/14-bjps238
Subject(s) - portfolio , diversification (marketing strategy) , econometrics , portfolio optimization , mathematics , variance (accounting) , modern portfolio theory , mean squared error , quadratic equation , sample (material) , rate of return on a portfolio , statistics , actuarial science , economics , financial economics , business , chemistry , geometry , accounting , chromatography , marketing
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