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Journal: Risks, 2018
Volume: 6
Number: 118
Article:
New Insights on Hedge Ratios in the Presence of Stochastic Transaction Costs
Authors:
by
Elisson Andrade, Fabio Mattos and Roberto Arruda de Souza Lima
Link:
https://www.mdpi.com/2227-9091/6/4/118
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