Model risk adjusted hedge ratios

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Alexander, C., Kaeck, A. and Nogueira, L. (2009) Model risk adjusted hedge ratios. The Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 1096-9934 doi: 10.1002/fut.20406

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/18673
Identification Number/DOI 10.1002/fut.20406
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Wiley-Blackwell
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Full text not archived in this repository.
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It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

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