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Quantile Estimation of Optimal Hedge Ratio |
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| Authors: | Donald Lien Keshab Shrestha Jing Wu |
| Affiliation: | 1. Donald Lien is at the University of Texas at San Antonio, San Antonio, TX, USA;2. Keshab Shrestha is at the School of Business, Monash University Malaysia, Bandar Sunway, Selangor Darul Ehsan, Malaysia;3. Jing Wu is at the GE Capital, Norwalk, CT, USA |
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