مرکز منطقه ای اطلاع رساني علوم و فناوري - Selective hedging with market views and risk limits: the case of Hydro-Quebec

Title of article :

Selective hedging with market views and risk limits: the case of Hydro-Quebec

Author/Authors :

Simon Lalancette، نويسنده , , Frank Leclerc، نويسنده , , David Turcotte، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

710

To page :

726

Keywords :

Risk premia , Options , Forwards , Efficient set , Comparative statics

Journal title :

Quarterly Review of Economics and Finance

Serial Year :

2004

Journal title :

Quarterly Review of Economics and Finance

Record number :

178455

Link To Document :