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"Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?"

Yudong Wang, Chongfeng Wu, Li Yang (2015)

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DOI: 10.1287/MNSC.2014.2028

access: closed

type: Journal Article

metadata version: 2024-05-07

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  - journals/mansci/WangWY15
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  - https://dblp.org/rec/journals/mansci/WangWY15
Yudong Wang, Chongfeng Wu, Li Yang:
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? Manag. Sci. 61(12): 2870-2889 (2015)

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