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Keywords: Hedges
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Journal Articles
Managerial Finance (2004) 30 (12): 3–15.
Published: 01 December 2004
...David R. Shaffer; Andrea DeMaskey This paper compares the hedging performance of the minimum‐extended Gini hedge ratio (MEGHR) and the minimum‐variance hedge ratio (MVHR) using three emerging market currencies. The MEGHR is consistent with the expected utility hypothesis under very general...

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