The hedging effectiveness of options and futures : a mean-Gini approach
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
|
Subject: | Derivat | Derivative | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Währungsderivat | Currency derivative | Japan |
-
Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F., (1998)
-
Applications of FX derivatives to portfolio management
Elkamhi, Redouane, (2024)
-
Nazarova, Varvara, (2014)
- More ...
-
Optimal portfolio selection with upper bounds for individual securities
Kwan, Clarence C. Y., (1987)
-
The hedging effectiveness of options and futures: A mean‐gini approach
Cheung, C. Sherman, (1990)
-
International investment and currency risk
Chamberlain, Trevor W., (1990)
- More ...