Risk efficiency of hedging strategy in China financial market

Perspectives in Science - Tập 7 - Trang 19-23 - 2016
Haochen Guo1
1VŠB – Technical University of Ostrava, Faculty of Economics, Department of Finance, Sokolská třída 33, 701 21 Ostrava, Czech Republic

Tài liệu tham khảo

Föllmer, 2000, Efficient hedging: cost versus shortfall risk, Financ. Stochast., 4, 117, 10.1007/s007800050008 The People's Bank of China Annual Report 2014. The People's Bank of China. http://www.pbc.gov.cn/.