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Low Volatility or Minimum Variance - ftse.com
www.ftse.comFTSE ussell Low Volatility or Minimum Variance: An eyes wide open discussion 1 Introduction An investor can face a dilemma when looking for assistance in building an investment portfolio. Myriad sources offer advice, often rendering the decisions to be made
Effectiveness of Minimum-Variance Hedging - Carol Alexander
www.carolalexander.orgWINTER 2007 THE JOURNAL OF PORTFOLIO MANAGEMENT 1 T he debate on econometric models for estimating the minimum-variance futures hedge ratio has run for many years. Hedging commodities is an interesting econometric problem because