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Designing a proper hedge : theory versus practice
Jiang, Chao; Kawaller, Ira G.; Koch, Paul Douglas - In: The journal of financial research 39 (2016) 2, pp. 123-144
Persistent link: https://www.econbiz.de/10011537140
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The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul Douglas - In: The journal of futures markets 32 (2012) 9, pp. 837-876
Persistent link: https://www.econbiz.de/10009612630
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The temporal price relationship between S&P 500 futures and the S&P 500 index
Kawaller, Ira G. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1309-1329
Persistent link: https://www.econbiz.de/10001055470
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Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index
Kawaller, Ira G. - In: Journal of banking & finance 14 (1990) 2, pp. 373-397
Persistent link: https://www.econbiz.de/10001092358
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Hedge effectiveness testing revisited
Kawaller, Ira G.; Koch, Paul Douglas - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10010191929