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Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory; Pericli, Andreas - In: The journal of futures markets 18 (1998) 8, pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
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A note on estimating the minimum extended Gini hedge ratio
Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
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The performance of hedge funds : risk, return, and incentives
Ackermann, Carl; MacEnally, Richard; Ravenscraft, David … - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 823-874
Persistent link: https://www.econbiz.de/10001395651
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Market risk and model risk for a financial institution writing options
Green, Tracy Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
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Hedging foreign exchange risk with currency futures : portfolio effects
Lypny, Gregory J. - In: The journal of futures markets 8 (1988) 6, pp. 703-715
Persistent link: https://www.econbiz.de/10001134527
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Portfolio insurance with stock index futures
Merrick, John J. - In: The journal of futures markets 8 (1988) 4, pp. 441-455
Persistent link: https://www.econbiz.de/10001134550
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The hedging performance of ECU futures contracts
Saunders, Anthony - In: The journal of futures markets 8 (1988) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10001134560
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Effects of expected cash and futures prices on hedging and production
Antonovitz, Frances - In: The journal of futures markets 6 (1986) 2, pp. 187-205
Persistent link: https://www.econbiz.de/10001135461
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The hedging performance of the CD futures market
Overdahl, James A. - In: The journal of futures markets 6 (1986) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001135564
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Effect of institutional realities on dynamic hedging performance for a grain producer
Martinez, Stephen W. - In: The journal of futures markets 12 (1992) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10001124215