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An empirical evaluation of the extended mean-Gini coefficient for futures hedging
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001124219
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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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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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Stochastic interest rates, transaction costs and immunizing foreign currency risk
Chiang, Raymond; Okunev, John; Tippett, Mark - 1995
Persistent link: https://www.econbiz.de/10000985509
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Dynamic hedging effectiveness in South Korean index futures and the impact of the Asian financial crisis
Sim, Ah-boon; Zurbruegg, Ralf - In: Asia-Pacific financial markets 8 (2001) 3, pp. 237-258
Persistent link: https://www.econbiz.de/10001705773
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Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks
Sim, Ah-boon; Zurbruegg, Ralf - In: The European journal of finance 7 (2001) 3, pp. 269-283
Persistent link: https://www.econbiz.de/10001603506
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Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long; Zurbruegg, Ralf; Brockman, Paul; Yu, … - In: Journal of commodity markets 26 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013450908