On the effectiveness of dynamic stock index portfolio hedging : evidence from emerging markets futures
Year of publication: |
2013
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Authors: | Hasan, Mohammad S. ; Choudhry, Taufiq |
Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 364-390
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Subject: | Hedging | Schwellenländer | Emerging economies | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Derivat | Derivative | Index-Futures | Index futures | Aktienmarkt | Stock market |
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