tailieunhanh - Hedging Italian equity mutual fund returns during the recent financial turmoil: A duration-dependent Markov-switching approach

This paper study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. | Hedging Italian equity mutual fund returns during the recent financial turmoil: A duration-dependent Markov-switching approach

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