Better Cross Hedges With Composite Hedging? Hedging Equity Portfolios Using Financial and Commodity Futures-Reference-Cited by-同舟云学术

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Better Cross Hedges With Composite Hedging? Hedging Equity Portfolios Using Financial and Commodity Futures

Published:2007 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chen Fei,Sutcliffe Charles M.

Publisher

Elsevier BV

Reference45 articles.

1. Hedging and Joint Production: Theory and Illustrations;R W Anderson;Journal of Finance,1980

2. Cross Hedging;R W Anderson;Journal of Political Economy,1981

3. The Composite Hedge: Controlling the Credit Risk of High Yield Bonds;R Bookstaber;Financial Analysts Journal,1986

4. Effective Cross-Hedging for Commodity Currencies, Working Paper;C Bowman;Asia Pacific School of Economics and Government,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Evaluating the Effectiveness of Futures Hedging;Handbook of Financial Econometrics and Statistics;2014-08-09

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