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Hedging Effectiveness under Conditions of Asymmetry. (2007). Hanly, Jim ; cotter, john.
In: MPRA Paper.
RePEc:pra:mprapa:3501.

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  1. An empirical study of the impact of skewness and kurtosis on hedging decisions. (2012). Lai, Jing-Yi .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:12:p:1827-1837.

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References

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