Statistical Arbitrage vs. Delta Hedging
Horikawa and Nakagawa's 2024 study suggests that deep hedging can have a speculative aspect, which can be mitigated by choosing the right risk measure.
Featured in No. 58 on 24 Jul 2024 · 5 days after release
- Released
- 19 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4899809
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