Hedging downside risk: Futures vs. options

International Review of Economics and Finance

Volumn 10, Issue 2, 2001, Pages 159-169

  Lien, Donald ^a   Tse, Yiu Kuen ^b  

^a UNIVERSITY OF KANSAS   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Currency futures; Currency options; F31; G11; Hedging; Lower partial moments

Indexed keywords

EID: 0013066478     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(00)00074-5     Document Type: Article

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