Results 271 to 280 of about 2,532 (291)

Robust Estimation of the Optimal Hedge Ratio

CFA Digest, 2004
openaire   +1 more source

Optimal hedge ratio and hedging effectiveness of stock index futures: evidence from India

Macroeconomics and Finance in Emerging Market Economies, 2008
Saumitra N Bhaduri, S Raja Sethu Durai
exaly  

Estimating the optimal hedge ratio in the presence of potential unknown structural breaks

Applied Economics, 2014
Abdulnasser Hatemi-J, Eduardo Roca
exaly  

Stochastic optimal hedge ratio: theory and evidence

Applied Economics Letters, 2012
Abdulnasser Hatemi-J, Youssef El-Khatib   +1 more
exaly  

Composite hedge and utility maximization for optimal futures hedging

International Review of Economics and Finance, 2020
Yan Cui
exaly  

Hedging with Mgarch-Implied Unconditional Optimal Hedge Ratios

Loc Tan Bui, Niklas Johan Christoffer Ahlgren   +1 more
openaire   +1 more source

On the optimal hedge under unbiased futures prices

Economics Letters, 1995
Sérgio H Lence
exaly  

Modelling Optimal Hedge Ratio In The Presence Of Funding Risk

ECMS 2013 Proceedings edited by: Webjorn Rekdalsbakken, Robin T. Bye, Houxiang Zhang, 2013
openaire   +1 more source

Optimal Hedge Ratio Estimation and Effectiveness Using ARCD

Journal of Forecasting, 2013
Raphaël N Markellos
exaly  

The optimal hedge ratio in unbiased futures markets

Journal of Futures Markets, 1984
Simon Benninga, Rafael Eldor, Itzhak Zilcha   +2 more
openaire   +1 more source