# Computes optimal hedging ratios based on risk measures

### Description

Determines optimal hedging ratios based on risk measures (StD, VaR, EL, ELD, ES, SDR, EVaR, DEVaR, ENT, DENT, ML) by minimization of position risk.

### Usage

1 | ```
risk.hedge(x, y, alpha = c(0.05), beta = 1, p = 2)
``` |

### Arguments

`x` |
a vector of observations. |

`y` |
a vector of observations of the asset used for hedging. |

`alpha` |
a vector of probabilities for significance level. |

`beta` |
a positive risk aversion parameter. |

`p` |
a positive value for the power of deviation terms. |

### Value

A matrix with values of optimal hedging ratios for each risk measure at all probabilities of interest.

### Examples

1 2 3 4 5 6 |

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