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Volumn 21, Issue 6, 2001, Pages 581-598

On a mean-generalized semivariance approach to determining the hedge ratio

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035616357     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.1604     Document Type: Article
Times cited : (45)

References (5)
  • 2
    • 31144450867 scopus 로고
    • Optimal rules for ordering uncertain prospects
    • Bawa, V. S. (1975). Optimal rules for ordering uncertain prospects. Journal of Financial Economics, 2, 95-121.
    • (1975) Journal of Financial Economics , vol.2 , pp. 95-121
    • Bawa, V.S.1
  • 3
    • 84959669794 scopus 로고
    • Safety-first, stochastic dominance, and optimal portfolio choice
    • Bawa, V. S. (1978). Safety-first, stochastic dominance, and optimal portfolio choice. Journal of Financial and Quantitative Analysis, 13, 255-271.
    • (1978) Journal of Financial and Quantitative Analysis , vol.13 , pp. 255-271
    • Bawa, V.S.1
  • 5
    • 84978553487 scopus 로고
    • The hedging effectiveness of options and futures: A mean-Gini approach
    • Cheung, C. S., Kwan, C. C. Y., & Yip, C. Y. (1990). The hedging effectiveness of options and futures: A mean-Gini approach. Journal of Futures Markets, 10, 61-74.
    • (1990) Journal of Futures Markets , vol.10 , pp. 61-74
    • Cheung, C.S.1    Kwan, C.C.Y.2    Yip, C.Y.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.