An empirical analysis of multi-period hedges: Applications to commercial and investment assets

Journal of Futures Markets

Volumn 25, Issue 6, 2005, Pages 587-606

  Hilliard, Jimmy E ^a,b   Huang, Pinghsun ^c  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b LOUISIANA STATE UNIVERSITY   (United States)

^c MASSEY UNIVERSITY   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18844387421     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20156     Document Type: Article

References (19)

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4. (Reprinted from the Journal of Applied Corporate Finance, 7, pp. 62-76, 1995.)
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7. (Reprinted from the Journal of Applied Corporate Finance, 8, pp. 86-105, 1995.)
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16. (Reprinted from the Journal of Applied Corporate Finance, 8, pp. 106-120, 1995.)
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