New paper on advanced hedging methods and Advanced in cointegration and subset correlation hedging methods
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 == Just a warning. That link takes you to a fee site. Don’t bother signing up if you don’t want …