Tag Archives: hedging methods

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

 

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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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