Re-evaluating Hedging Performance
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References listed on IDEAS
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More about this item
KeywordsHedging Performance; Lower Partial Moments; Downside Risk; Variance; Semi- Variance; Value at Risk; Conditional Value at Risk;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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