Keywords: Hedging
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Journal Articles
Journal: Kybernetes
Kybernetes (2011) 40 (5-6): 703–718.
Published: 14 June 2011
...Yi Lin; Hejing Xiong; Mianyun Chen; Ralf Östermark Purpose The purpose of this paper is to study the effects of hedging with options and cardinality constraints in multi‐period portfolio management systems. Design/methodology/approach The paper focuses on a recursive multi‐period portfolio...

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