New paper on advanced hedging methods and Advanced in cointegration and subset correlation hedging methods

(Last Updated On: April 4, 2012)

New paper on advanced hedging methods

In this paper we formalize the hedging problem and introduce three new solutions, one static and two dynamic.

http://www.risk.net/journal-of-investment-strategies/technical-paper/2164439/advances-cointegration-subset-correlation-hedging-methods

Advanced in cointegration and subset correlation hedging methods risk.net

 

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Just a warning. That link takes you to a fee site. Don’t bother signing up if you don’t want to. The paper is completely available for free elsewhere (or without having to sign up for a trial).

Find it here without the hassle:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1906489

 

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