Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "2689"
  #_source: array:26 [
    "id" => "2689"
    "slug" => "the-minimum-variance-hedge-ratio-under-stochastic-interest-rates"
    "yearMonth" => "2000-05"
    "year" => "2000"
    "title" => "The Minimum Variance Hedge Ratio under Stochastic Interest Rates"
    "description" => "LIOUI, A. et PONCET, P. (2000). The Minimum Variance Hedge Ratio under Stochastic Interest Rates. <i>Management Science</i>, pp. 658-668."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "LIOUI A."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "658-668"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Quand les taux d'intérêts sont stochastiques, la couverture d'une position obligataire avec des futures est sensiblement différente de celle utilisant des forwards. Cette dernière est plus compliquée du fait du risque supplémentaire engendré par la stratégie forward elle-même."
      "en" => "Under stochastic interest rates, hedging a bond portfolio with futures is simpler than hedging it with forwards. The latter strategy is more involved due to the presence of an additional risk brought about by the forward position itself."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-15T08:21:54.000Z"
    "docTitle" => "The Minimum Variance Hedge Ratio under Stochastic Interest Rates"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, LIOUI A."
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, LIOUI A.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2000</span>"
    "keywordList" => ""
    "docPreview" => "<b>The Minimum Variance Hedge Ratio under Stochastic Interest Rates</b><br><span>2000-05 | Articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">The Minimum Variance Hedge Ratio under Stochastic Interest Rates</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.286807
  +"parent": null
}