Chris Brooks, Aleš Cerný, Joëlle Miffre: This study proposes a utility-based framework for the determination of optimal hedge ratios that can allow for the impact of higher moments on hedging decisions.
Professor of Finance, ICMA Centre
Professor of Finance, Cass Business School
Professor of Finance, EDHEC Business School
|Type :||Working paper|
|Date :||le 08/04/2013|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|