(The Cost of Carry and the Optimal Hedge in Futures Market)-Reference-Cited by-同舟云学术

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(The Cost of Carry and the Optimal Hedge in Futures Market)

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chen Deng-Ta,Zhang Hai-Lei

Publisher

Elsevier BV

Reference20 articles.

1. Effectiveness of Minimum-Variance Hedging;Carol Alexander;Journal of Portfolio Management,2007

2. The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread;Carol Alexander;Energy Economics,2013

3. Estimating Hedge Ratios;David E Bell;Financial Management,1986

4. Hedging with Two Futures Contracts: Simplicity Pays;Katelijne A E Carbonez;European Financial Management,2011

5. Minimum-Variance Hedging with Futures Revisited;Mark G Castelino;Journal of Portfolio Management,1990

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