HEDGING TIME-VARYING DOWNSIDE RISK

Authors
LIEN D TSE YK
Citation
D. Lien et Yk. Tse, HEDGING TIME-VARYING DOWNSIDE RISK, The journal of futures markets, 18(6), 1998, pp. 705-722
Citations number
36
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
18
Issue
6
Year of publication
1998
Pages
705 - 722
Database
ISI
SICI code
0270-7314(1998)18:6<705:HTDR>2.0.ZU;2-T