Hedging and optimal hedge ratios for international index futures markets
Cheng-Few Lee; Kehluh Wang; Yan Long Chen
| Year of publication: |
2009
|
|---|---|
| Authors: | Lee, Cheng F. ; Wang, Kehluh ; Chen, Yan Long |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 12.2009, 4, p. 593-610
|
| Subject: | Index-Futures | Index futures | Hedging | Portfolio-Management | Portfolio selection | 1997-2003 |
| 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://www.econbiz.de/10008825090