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- W2029901003 abstract "This note considers the hedging effectiveness of a dynamic hedge strategy as compared to the conventional OLS strategy. The conditions for the superiority of the OLS strategy are identified. It is argued that these conditions are frequently satisfied and therefore one expects to find the dominance of the OLS strategy over any dynamic strategy in the empirical work. © 2008 Wiley Periodicals, Inc. Jrl Fut Mark 28:308–311, 2008" @default.
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- W2029901003 date "2008-01-01" @default.
- W2029901003 modified "2023-10-16" @default.
- W2029901003 title "A further note on the optimality of the OLS hedge strategy" @default.
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- W2029901003 doi "https://doi.org/10.1002/fut.20297" @default.
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