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Estimating the extended mean‐gini coefficient for futures hedging
6 references·4 citing·37 second hop
Estimating the extended mean‐gini coefficient for futures hedging (1993)Estimating the extended mean‐gini coeffic…An empirical evaluation of the extended mean‐gini coefficient for futures hedging (1992)An empirical evaluation of th…The hedging effectiveness of options and futures: A mean‐gini approach (1990)The hedging effectiveness of …A note on the calculation and interpretation of the Gini index (1984)A note on the calculation and…On an Extension of the Gini Inequality Index (1983)On an Extension of the Gini I…Stochastic Dominance, Mean Variance, and Gini's Mean Difference (1982)Stochastic Dominance, Mean Va…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…Hedging and Optimal Hedge Ratios for International Index Futures Markets (2009)Hedging and Optimal Hedge Rat…Hedging with zero-value at risk hedge ratio (2005)Hedging with zero-value at ri…A note on estimating the minimum extended Gini hedge ratio (1999)A note on estimating the mini…Lower partial moment hedge ratios (1998)Lower partial moment hedge ra…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Remittances and Inequality (1986)Chapter 2 Measurement of inequality (2000)The Dual Theory of Choice under Risk (1987)Basis Convergence and Long Memory in Volatility When Dynamic Hedging with Futures (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Quantile Estimation of Optimal Hedge Ratio (2015)Time-varying copula models in the shipping derivatives market (2016)The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method (2018)The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Speculation in Commodity Futures (1976)Utility maximizing hedge ratios in the extended mean gini framework (1993)Mean‐Gini hedging in futures markets (1995)On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio (2001)Economics and Information Theory (1969)On the measurement of inequality (1970)On Economic Inequality (1973)Factor Components, Population Subgroups and the Computation of the Gini Index of Inequality (1989)INCOME STRATIFICATION AND INCOME INEQUALITY (1991)Inequality aversion, health inequalities and health achievement (2002)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Optimal rules for ordering uncertain prospects (1975)Review of Economic Studies (2010)An Analytic Derivation of the Efficient Portfolio Frontier (1972)Effectiveness of Minimum-Variance Hedging (2007)A Survey of Emerging Derivatives Markets (2008)Poverty: An Ordinal Approach to Measurement (1976)Unequal inequalities. I (1976)A controversial proposal concerning inequality measurement (1988)Conindex: Estimation of Concentration Indices (2016)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)
this work references cited by second hop

References

  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1983On an Extension of the Gini Inequality Index608 cited
  • 1984A note on the calculation and interpretation of the Gini index442 cited
  • 1982Stochastic Dominance, Mean Variance, and Gini's Mean Difference330 cited
  • 1990The hedging effectiveness of options and futures: A mean‐gini approach67 cited
  • 1992An empirical evaluation of the extended mean‐gini coefficient for futures hedging61 cited

Cited by

  • 2005Hedging with zero-value at risk hedge ratio33 cited
  • 1999A note on estimating the minimum extended Gini hedge ratio27 cited
  • 1998Lower partial moment hedge ratios24 cited
  • 2009Hedging and Optimal Hedge Ratios for International Index Futures Markets23 cited

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