The hedging effectiveness of options and futures : a mean-Gini approach
C. Sherman Cheung ; Clarence C. Y. Kwan ; Patrick C. Y. Yip
| Year of publication: |
1990
|
|---|---|
| Authors: | Cheung, C. Sherman |
| Other Persons: | Kwan, Clarence C. Y. (contributor) ; Yip, Patrick C. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 10.1990, 1, p. 61-73
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| Subject: | Derivat | Derivative | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Währungsderivat | Currency derivative | Japan |
| 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/10001128107