Structurally sound dynamic index futures hedging
نویسندگان
چکیده
منابع مشابه
Hedging effectiveness of stock index futures
1 Introduction This paper is concerned with the use of stock indices futures to hedge the return on portfolios. This topic has received considerable attention in the literature, which will be briefly summarised in section 2 of the paper. First of all it is desirable to consider the nature of hedging. The main aim of hedging is assumed to be the minimisation of the variance of the return on the ...
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ژورنال
عنوان ژورنال: Journal of Futures Markets
سال: 2005
ISSN: 0270-7314,1096-9934
DOI: 10.1002/fut.20185