Pages that link to "Item:Q1774550"
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The following pages link to Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550):
Displaying 6 items.
- Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
- On a class of optimization problems emerging when hedging with short term futures contracts (Q2482688) (← links)
- Shortfall risk in long-term hedging with short-term futures contracts (Q2771114) (← links)
- Dynamic hedging strategy based on long-term investment perspective: crude oil futures portfolio for case analysis (Q3132143) (← links)
- LONG-SHORT STRATEGIES: AN EXTENSION (Q5696885) (← links)
- Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645) (← links)