Futures hedging in CSI 300 markets : a comparison between minimum-variance and maximum-utility frameworks
Qianjie Geng, Yudong Wang
| Year of publication: |
2021
|
|---|---|
| Authors: | Geng, Qianjie ; Wang, Yudong |
| Subject: | CSI 300 index | Maximum-utility hedging | Optimal hedging ratios | Model combination | Hedging | Theorie | Theory | Derivat | Derivative | Index-Futures | Index futures |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-09979-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486957