Browsing College of Business and Law by Subject "Wavelet transform"

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Browsing College of Business and Law by Subject "Wavelet transform"

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  • Conlon, Thomas ; Cotter, John (University College Dublin Geary Institute, 2012-08)
    In this paper, we explore the impact of investor time-horizon on an optimal downside hedged energy portfolio. Previous studies have shown that minimum-variance hedging effectiveness improves for longer horizons using variance ...

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