Journal of Financial and Quantitative Analysis Vol. 19 No. 2 1984
Optimal Hedging Policies
Abstract
The decomposition of real variables into a trend or growth, a cycli-cal, and a seasonal component has a long history in macroeconomics. The cyclical part is generally considered to be of special interest, because it is believed to dominate short-run fluctuations in real activity and to
- DOI
- 10.2307/2330894
- Volume
- 19
- Issue
- 2
- Pages
- 127
- Sources
- openalex crossref