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Optimal Model of Strip-and-Roll Hedge based on the Min-Vari..:
CHI, Guo-tai
;
YANG, Zhong-yuan
Systems Engineering - Theory & Practice. 29 (2009) 12 - p. 163-174 , 2009
Link:
https://doi.org/10.1016/s1874-8651(10)60095-6
RT Journal T1 <Title>Optimal Model of Strip-and-Roll Hedge based on the Min-Variance</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_s1874-8651(10)60095-6&Exemplar=1&LAN=DE A1 CHI, Guo-tai A1 YANG, Zhong-yuan PB Elsevier BV YR 2009 SN 1874-8651 JF Systems Engineering - Theory & Practice VO 29 IS 12 SP 163 OP 174 LK http://dx.doi.org/https://doi.org/10.1016/s1874-8651(10)60095-6 DO https://doi.org/10.1016/s1874-8651(10)60095-6 SF ELIB - SuUB Bremen
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