Browsing School of Business by Subject "Lower partial movements"

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Browsing School of Business by Subject "Lower partial movements"

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  • Cotter, John ; Hanly, Jim (University College Dublin. School of Business. Centre for Financial Markets, 2005-07-24)
    Mixed results have been documented for the performance of hedging strategies using futures. This paper reinvestigates this issue using an extensive set of performance evaluation metrics across seven international markets. ...

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