Some recent developments in futures hedging

Journal of Economic Surveys

Volumn 16, Issue 3, 2002, Pages 357-396

  Lien, Donald ^a   Tse, Y K ^b  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Futures; Hedge ratio; Lower partial moments; Minimum variance hedge

Indexed keywords

COMMODITY MARKET; MARKET CONDITIONS;

EID: 0036074542     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-6419.00172     Document Type: Article

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