whether two methods of investment hedging that protect principal invested can provide a better risk-adjusted return than a … determine which methodology performs best.The study will analyze a hedging technique known as annual reset point-to-point, where …

This article develops a Hedging Algebraic Model (HAM) for equity index portfolios with stock index futures as an … models used to date for the calculation of the optimal hedging ratio do not include the effect of discrete dividend payouts … presented here as an alternative approach to econometrics models yields superior results, both in hedging efficacy and in the …

. Given that a longer settlement window may reduce the hedging effectiveness but result in cost saving, we find that the …