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AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS · Study

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ArticleAN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS

Allan Hodgson1992

Article1992

AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS

Allan Hodgson · John Okunev

18 citations·0/0 files stored·Journal of Business Finance &amp Accounting

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

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References

1983On an Extension of the Gini Inequality Index 1984Hedging Performance and Basis Risk in Stock Index Futures 1982Stochastic Dominance, Mean Variance, and Gini's Mean Difference 1984Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets 1987The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary?1990The hedging effectiveness of options and futures: A mean‐gini approach 1988Futures Markets: Their Establishment and Performance.1985The behaviour of futures prices over time

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1992An empirical evaluation of the extended mean‐gini coefficient for futures hedgingarticle · 5 shared references 1990The hedging effectiveness of options and futures: A mean‐gini approacharticle · 4 shared references 2001On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratioarticle · 4 shared references 1995Mean‐Gini hedging in futures marketsarticle · 4 shared references 1999A note on estimating the minimum extended Gini hedge ratioarticle · 4 shared references 2003Gini's Mean difference: a superior measure of variability for non-normal distributionsarticle · 3 shared references

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Year1992

Typearticle

Published1992-01-01

VenueJournal of Business Finance &amp Accounting

ISSN-L0306-686X

Languageen

Citations18

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1111/j.1468-5957.1992.tb00620.x

openalex_workW2147386113

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