Riskcenter.com When Hedging Makes a Portfolio Worse Eric Falkenstein[removed]Risk management has often been called part art, part science. This cliché always bothered me, primarily because while I like to think I’m g - M-ratio - Document - PDFSEARCH.IO

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	Riskcenter.com When Hedging Makes a Portfolio Worse Eric Falkenstein[removed]Risk management has often been called part art, part science. This cliché always bothered me, primarily because while I like to think I’m g Add to Reading List Document Date: 2008-06-06 19:40:26 Open Document File Size: 36,79 KB Share Result on Facebook IndustryTerm bank hedging / data-mining / / Product t-stat / / SocialTag Regression analysis Estimation theory Parametric statistics Ordinary least squares Sharpe ratio Volatility Hedge Standard deviation Value at risk Statistics

Riskcenter.com When Hedging Makes a Portfolio Worse Eric Falkenstein[removed]Risk management has often been called part art, part science. This cliché always bothered me, primarily because while I like to think I’m gAdd to Reading List