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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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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 effectiveness of options and futures : a mean-Gini approach
Cheung, C. Sherman - In: The journal of futures markets 10 (1990) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10001128107
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
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A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M. - In: The journal of futures markets 15 (1995) 5, pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
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Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
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Hedging ratios and cash futures market linkages
Theobald, Michael - In: The journal of futures markets 17 (1997) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
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Competing derivative equity instruments : empirical evidence on hedged portfolio performance
Hancock, G. D. - In: The journal of futures markets 14 (1994) 4, pp. 421-436
Persistent link: https://www.econbiz.de/10001169792
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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117