Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at-risk approach

Author：        

Publisher： Routledge Ltd

E-ISSN： 1466-4283|47|20|2040-2052

ISSN： 1466-4283

Source： Applied Economics, Vol.47, Iss.20, 2015-04, pp. : 2040-2052

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