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Hedging and value at risk
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 26 (2006) 4, pp. 369-390
Persistent link: https://www.econbiz.de/10003304084
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A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - In: The journal of futures markets 27 (2007) 6, pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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Hedging and value at risk : a semi-parametric approach
Cao, Zhiguang; Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 30 (2010) 8, pp. 780-794
Persistent link: https://www.econbiz.de/10003985090
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Robust estimation of the optimal hedge ratio
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 23 (2002) 8, pp. 799-816
Persistent link: https://www.econbiz.de/10001780635