An empirical study of the impact of skewness and kurtosis on hedging decisions

Author: Lai Jing-Yi  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.12, Iss.12, 2012-12, pp. : 1827-1837

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract