Comparisons of short and long hedge performance: The case of Taiwan

Journal of Multinational Financial Management

Volumn 15, Issue 1, 2005, Pages 51-66

  Demirer, Riza ^a   Lien, Donald ^b   Shaffer, David R ^c  

^a SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

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

^c VILLANOVA UNIVERSITY   (United States)

Author keywords

Futures markets; Gini; Hedging; Lower partial moment

Indexed keywords

EID: 10444279303     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2003.12.001     Document Type: Article

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