Pages that link to "Item:Q704076"
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The following pages link to Hedging effectiveness of stock index futures (Q704076):
Displaying 9 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
- Hedging with automatic liquidation and leverage selection on bitcoin futures (Q2106762) (← links)
- The global minimum variance hedge (Q2211002) (← links)
- Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (Q2390405) (← links)
- VALUING THE FUTURES-MARKET PERFORMANCE GUARANTEE (Q4233488) (← links)
- Index Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficients of Determination (Q5192372) (← links)
- The model reset and the efficiency of futures hedging (Q5195836) (← links)
- Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector? (Q6054311) (← links)