On hedge effectiveness and risk decomposition

Alvin Kuruc, Bernard Lee, Alastair Wilkins. On hedge effectiveness and risk decomposition. In Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999, New York City, USA, April 27, 1999. pages 297-321, IEEE, 1999. [doi]

Abstract

Abstract is missing.