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Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market
Optimal Hedge ... h*, and the return (Rh*) are included in Table 1. TABLE 1 Estimates of ‘h*’ and ‘Rh*’ JSE HKM ... Fractional Brownian Motion is included in Table 2. TABLE 2 Strike Prices 920 940 960 980 ...- Authors: Svd Nageswara Rao, Sanjay Kumar Thakur
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments