Futures hedge rations: A review

Quarterly Review of Economics and Finance

Volumn 43, Issue 3, 2003, Pages 433-465

  Chen, Sheng Syan ^a   Lee, Cheng Few ^b,c   Shrestha, Keshab ^d,e  

^a YUAN ZE UNIVERSITY   (Taiwan)

^b RUTGERS UNIVERSITY   (United States)

^c NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^d NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^e UNIVERSITY OF REGINA   (Canada)

Author keywords

Cointegration; Gini coefficient; Hedge ratio; Minimum variance; Semivariance

Indexed keywords

EID: 0037412041     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(02)00191-6     Document Type: Article

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