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Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk
Ankirchner Stefan, Schneider Judith C., Schweizer Nikolaus
Research article (journal)
| Peer reviewed
Details about the publication
Journal:
Journal of Economic Dynamics and Control
Volume:
41
Status:
Published
Release year:
2014
Language in which the publication is written:
English
Authors from the University of Münster
Schneider
,
Judith C.
Junior professorship for finance II (Prof. Schneider)