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- W2351513741 abstract "It is found that the basis of multiperiod rolling hedge has ″2n-1″ kinds of basis risk and Hull falsely consider the amount is ″n″ in rolling ″n″ times,and researching two basal academic issue through analyzing basis,attesting that increasing rolling phases amount can disperse basis risk only conditioning some diathesis,and MRH strategy can absolutely decrease basis risk through increasing future variety in compounding hedging." @default.
- W2351513741 created "2016-06-24" @default.
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- W2351513741 date "2007-01-01" @default.
- W2351513741 modified "2023-09-28" @default.
- W2351513741 title "On Basal Theory of Multiperiod Rolling Hedge in Futures Market" @default.
- W2351513741 hasPublicationYear "2007" @default.
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