Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Fei Chen and Charles Sutcliffe
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Fei ; Sutcliffe, Charles M. S. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 5/6, p. 575-595
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| Subject: | composite hedging | cross hedging | Amex Oil Index | contract maturity | transactions costs | Hedging | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Transaktionskosten | Transaction costs | Theorie | Theory | Warenbörse | Commodity exchange | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009615711