Hedging effectiveness of stock index futures [An article from: European Journal of Operational Research]
July 27, 2010 by TheRainMaker
Filed under Stocks & Options Trading Supplements
Hedging effectiveness of stock index futures [An article from: European Journal of Operational Research]
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
The paper is concerned with the efficiency of hedging stock portfolios using futures stock indices covering the period January 1995-December 2001. The hedged portfolios consisted of the assets of sev
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