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~isPartOf:"The journal of futures markets"
~person:"Chan, Wing Hong"
~person:"Haigh, Michael S."
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Mean-Variance Hedging via Stoc...
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Chan, Wing Hong
Haigh, Michael S.
Lien, Da-hsiang Donald
36
Kit, Pong Wong
12
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6
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5
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The journal of futures markets
1999 Annual meeting, August 8-11, Nashville, TN
1
American journal of agricultural economics
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European review of agricultural economics : ERAE
1
Faculty Paper Series
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Faculty paper series : FP
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Jumping hedges : an examination of movements in copper spot and futures markets
Chan, Wing Hong
;
Young, Denise
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 169-188
Persistent link: https://www.econbiz.de/10003303876
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2
Causality in futures markets
Bryant, Henry L.
;
Bessler, David A.
;
Haigh, Michael S.
- In:
The journal of futures markets
26
(
2006
)
11
,
pp. 1039-1057
Persistent link: https://www.econbiz.de/10003392000
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3
Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
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4
Derivative pricing model and time-series approaches to
hedging
: a comparison
Bryant, Henry L.
;
Haigh, Michael S.
- In:
The journal of futures markets
25
(
2005
)
7
,
pp. 613-641
Persistent link: https://www.econbiz.de/10002983380
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5
Hedging
foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.
;
Holt, Matthew T.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
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