Terms and Essays
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-91231-4_1
Reference40 articles.
1. Altman, E.I. 1968. Financial ratios, discriminant analysis, and the prediction of corporate bankruptcy. Journal of Finance 23: 589–609.
2. Black, F., and M. Scholes. 1973. The pricing of options and corporate liabilities. Journal of Political Economy 81: 637–659.
3. Brotherton-Ratcliffe. 1994. Monte Carlo monitoring. Risk: 53–58.
4. Cecchetti, S.G., R.E. Cumby, and S. Figlewski. 1988. Estimation of the optimal futures hedge. Review of Economics and Statistics 70: 623–630.
5. Chen, S.S., C.F. Lee, and K. Shrestha. 2001. On a mean-generalized semivariance approach to determining the hedge ratio. Journal of Futures Markets 21: 581–598.
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