Alvarez-Diez et al 2016a - Revision history

Scipediacontent at 08:07, 12 June 2017

2017-06-12T08:07:36Z

Scipediacontent: Scipediacontent moved page Draft Content 758195342 to Alvarez-Diez et al 2016a

2017-06-12T07:59:20Z

Scipediacontent moved page Draft Content 758195342 to Alvarez-Diez et al 2016a

Scipediacontent: Created page with "==Abstract== This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives in small and medium-sized enterprises (SME..."

2017-06-12T07:49:12Z

Created page with "==Abstract== This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives in small and medium-sized enterprises (SME..."

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 |-
 | <math>\begin{array}{l}
-\underset{h}{Min}{\mbox{\;  VaR}}_{\alpha }(h)=inf\lbrace r_h\vert F(r_h)\geq \alpha \rbrace \\
+\underset{h}{Min}{\mbox{ VaR}}_{\alpha }(h)=inf\lbrace r_h\vert F(r_h)\geq \alpha \rbrace \\
-\underset{h}{Max}\mbox{\;  }r_h=r_0+\sum_{i=1}^nh_ir_i
+\underset{h}{Max}\mbox{ }r_h=r_0+\sum_{i=1}^nh_ir_i
 \end{array}</math>
 |}

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