Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
Yudong WangChongfeng WuLi YangPublished in: Manag. Sci. (2015)
Keyphrases
- financial markets
- bayes classifiers
- transaction costs
- option pricing
- bayesian classifiers
- risk management
- stock market
- exchange rate
- investment strategies
- text classification
- search strategy
- selection strategy
- portfolio selection
- multi class
- text mining
- real time
- evolutionary algorithm
- bayes classifier
- learning algorithm
- data mining
- real world
- data sets