Systematic risk, dividend yield and the hedging performance of stock index futures-Reference-Cited by-同舟云学术

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Systematic risk, dividend yield and the hedging performance of stock index futures

Published:1987-02 Issue:1 Volume:7 Page:1-13
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Jennings Robert,Graham David

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference12 articles.

1. and (1984): Stock Index Futures, Dow Jones-Irwin, Homewood, IL.

2. Hedging with stock index futures: Theory and application in a new market

3. Hedging Performance and Basis Risk in Stock Index Futures

4. Portfolio Management with Stock Index Futures

5. (1982, Spring): “How to Optimize with Stock Index Futures,” Journal of Portfolio Management, 32–36.

Cited by 12 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. Geopolitical threats, equity returns, and optimal hedging;International Review of Financial Analysis;2023-11

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3. Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?;Journal of Risk and Financial Management;2020-07-12

4. Naive Versus Conditional Hedging Strategies: The Case of Canadian Stock Index Futures;Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration;2009-04-08

5. Hedging index exchange traded funds;Journal of Banking & Finance;2008-02

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