Downside risk for short and long hedgers

International Review of Economics and Finance

Volumn 12, Issue 1, 2003, Pages 25-44

  Demirer, Riza ^a   Lien, Donald ^b  

^a UNIVERSITY OF KANSAS   (United States)

^b UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

Author keywords

Downside risk; Hedging; Lower partial moments; Risk management

Indexed keywords

EID: 0037365186     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(02)00144-2     Document Type: Article

References (11)

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