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Dual and single hedging strategy : a novel comparison from the direct and cross hedging perspective
Feng, Yun; Cui, Yan - In: China finance review international 12 (2022) 1, pp. 161-179
Persistent link: https://www.econbiz.de/10012880148
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Optimal hedging in the presence of internal flexibility
Jiang, Jiaqi; Feng, Yun - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4557-4571
Persistent link: https://www.econbiz.de/10014430019
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Composite hedge and utility maximization for optimal futures hedging
Cui, Yan; Feng, Yun - In: International review of economics & finance : IREF 68 (2020), pp. 15-32
Persistent link: https://www.econbiz.de/10012486283
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Hedge fund seeding with fees-for-guarantee swaps
Feng, Yun; Huang, Binghua; Zhang, Hai - In: The European journal of finance 25 (2019) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10012206953