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Hedging effectiveness of currency options and currency futures · Study

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ArticleHedging effectiveness of currency options and currency futures

Jack S. K. Chang1986

Article1986

Hedging effectiveness of currency options and currency futures

Jack S. K. Chang · Latha Shanker

50 citations·0/0 files stored·Journal of Futures Markets

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Risk Management in Financial Firms Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1982Modern Portfolio Theory and Investment Analysis.1976The pricing of commodity contracts 1979The Hedging Performance of the New Futures Markets 1976The Theory of Hedging and Speculation in Commodity Futures 1960The Theory of Hedging and Speculation in Commodity Futures 1980Who Should Buy Portfolio Insurance?1976SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

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1997The hedging performance in new agricultural futures markets: A note 2009Basis risk and hedging efficiency of weather derivatives

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Details

Year1986

Typearticle

Published1986-06-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations50

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1002/fut.3990060210

openalex_workW1998680868

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