Re-Examining the Hedging Behaviour and Investor's Risk Aversion for the Curreney Futures Markets:Mean-Variance vs. EMG Approach

Hwang, Dar-YehDar-YehHwang2009-03-232018-07-092009-03-232018-07-091995http://ntur.lib.ntu.edu.tw//handle/246246/147334en-USRe-Examining the Hedging Behaviour and Investor's Risk Aversion for the Curreney Futures Markets:Mean-Variance vs. EMG Approachjournal article