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Preference-free optimal hedging using futures
Rao, Vadhindran K. - In: Economics letters 66 (2000) 2, pp. 223-228
Persistent link: https://www.econbiz.de/10001440042
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On the optimal hedge under unbiased futures prices
Lence, Sergio H. - In: Economics letters 47 (1995) 3, pp. 385-388
Persistent link: https://www.econbiz.de/10001178197
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Optimal hedging and spreading in cointegrated markets
Lien, Da-hsiang Donald - In: Economics letters 40 (1992) 1, pp. 91-95
Persistent link: https://www.econbiz.de/10001137541
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Optimal hedging in the futures market under price uncertainty
Benninga, Simon - In: Economics letters 13 (1983) 2/3, pp. 141-145
Persistent link: https://www.econbiz.de/10001893562
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Agency conflicts, financial constraints, and dynamic q-theory
Zhao, Siqi; Shi, Bangru - In: Economics letters 234 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015075894
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Execution lags and imperfect arbitrage : the case of stock index arbitrage
Vila, Anne Fremault - In: Economics letters 43 (1993) 1, pp. 103-109
Persistent link: https://www.econbiz.de/10001151849
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Testing the warrant pricing model
Lim, Kian-Guan - In: Economics letters 35 (1991) 4, pp. 451-455
Persistent link: https://www.econbiz.de/10001105615
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The value of the option to "wait and see"
Kelly, Morgan - In: Economics letters 36 (1991) 2, pp. 147-151
Persistent link: https://www.econbiz.de/10001107953
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Short sale restrictions : implications for stock index arbitrage
Puttonen, Vesa - In: Economics letters 37 (1991) 2, pp. 159-163
Persistent link: https://www.econbiz.de/10001114356
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Volatility-invariant hedging
Shaffer, Sherrill - In: Economics letters 3 (1989), pp. 249-251
Persistent link: https://www.econbiz.de/10001064734