Hedging with zero-value at risk hedge ratio

Applied Financial Economics

Volumn 16, Issue 3, 2006, Pages 259-269

  Hung, Jui Cheng ^a,b   Chiu, Chien Liang ^a   Lee, Ming Chih ^a  

^a TAMKANG UNIVERSITY   (Taiwan)

^b YUANPEI UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET;

EID: 30844468824     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100500394127     Document Type: Article

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