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If one were hedging a portfolio with more index holdings (i.e. 90 instead of 10), would the accuracy of using the index futures to hedge
If one were hedging a portfolio with more index holdings (i.e. 90 instead of 10), would the accuracy of using the index futures to hedge the equity portfolio increase or decrease? Why
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Introduces Quantitative Finance
Authors: Paul Wilmott
2nd edition
470319585, 470319581, 978-0470319581
