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Optimal hedging in the futures market under price uncertainty
Benninga, Simon; Eldoe, Rafael; Zilcha, Itzhak - 1983
Persistent link: https://www.econbiz.de/10001399499
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On the optimality of portfolio insurance
Benninga, Simon - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1341-1352
Persistent link: https://www.econbiz.de/10001007042
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The optimal hedge ratio in unbiased futures markets
Benninga, Simon - In: The journal of futures markets 4 (1984) 2, pp. 155-159
Persistent link: https://www.econbiz.de/10001083001
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Hedging with forwards and puts in complete and incomplete markets
Benninga, Simon; Oosterhof, Casper M. - In: Journal of banking & finance 28 (2004) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001856899
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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