Lévy betas : static hedging with index futures
Hoi Ying Wong; Edwin Kwan Hung Cheung; Shiu Fung Wong
| Year of publication: |
2012
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|---|---|
| Authors: | Wong, Hoi Ying ; Cheung, Edwin Kwan Hung ; Wong, Shiu Fung |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 11, p. 1034-1059
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| Subject: | Hedging | Index-Futures | Index futures | Theorie | Theory | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Derivat | Derivative |
| 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://www.econbiz.de/10009697814