Narrow search
Showing 1 - 4 of 4
Cover Image
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
Cover Image
Noise, equity prices, and hedging : a new approach
Bertus, Mark; Godbey, Jonathan; Hinkelmann, Christoph; … - In: International review of financial analysis 17 (2008) 5, pp. 886-902
Persistent link: https://www.econbiz.de/10003792315
Cover Image
Hedging house price risk with CME futures contracts : the case of Las Vegas residential real estate
Bertus, Mark; Hollans, Harris; Swidler, Steven Mark - In: The journal of real estate finance and economics 37 (2008) 3, pp. 265-279
Persistent link: https://www.econbiz.de/10003766772
Cover Image
Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate
Bertus, Mark; Hollans, Harris; Swidler, Steve - In: The Journal of Real Estate Finance and Economics 37 (2008) 3, pp. 265-279
Persistent link: https://www.econbiz.de/10005716766