Currency hedging using the mean-gini framework

Review of Quantitative Finance and Accounting

Volumn 25, Issue 2, 2005, Pages 125-137

  Shaffer, David R ^a   Demaskey, Andrea ^a  

^a VILLANOVA UNIVERSITY   (United States)

Author keywords

Currency hedging; Gini; Kernel estimator

Indexed keywords

EID: 24144453582     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-005-4245-9     Document Type: Article

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