On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratio

Chen, Sheng-SyanSheng-SyanChenCheng-few LeeKeshab Shrestha2018-09-102018-09-102001-06http://scholars.lib.ntu.edu.tw/handle/123456789/294831application/pdfapplication/pdf[SDGs]SDG1On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratiojournal article10.1002/fut.1604