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A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio |
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| Authors: | Massimiliano Barbi Silvia Romagnoli |
| Institution: | 1. Massimiliano Barbi is at the Department of Management, University of Bologna, Bologna, Italy;2. Silvia Romagnoli is at the Department of Statistics, University of Bologna, Bologna, Italy |
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