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AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS
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AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS (1992)AN ALTERNATIVE APPROACH FOR DETERMINING H…The hedging effectiveness of options and futures: A mean‐gini approach (1990)The hedging effectiveness of …Futures Markets: Their Establishment and Performance. (1988)Futures Markets: Their Establ…The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary? (1987)The Sub-Gaussian Distribution…The behaviour of futures prices over time (1985)The behaviour of futures pric…Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets (1984)Mean-Gini, Portfolio Theory, …Hedging Performance and Basis Risk in Stock Index Futures (1984)Hedging Performance and Basis…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…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Remittances and Inequality (1986)Chapter 2 Measurement of inequality (2000)PORTFOLIO SELECTION* (1952)Risk, Return, and Equilibrium: Empirical Tests (1973)Marginal Conditional Stochastic Dominance (1994)Gini's Mean difference: a superior measure of variability for non-normal distributions (2003)Beyond Sharpe ratio: Optimal asset allocation using different performance ratios (2008)On estimating the expected return on the market (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Are petroleum futures prices good predictors of cash value? (1987)A comparison of petroleum futures versus spot prices as predictors of prices in the future (1991)Measuring seasonalities in commodity markets and the half‐month effect (1991)American Economic Review (2019)An Analytic Derivation of the Efficient Portfolio Frontier (1972)The Hedging Performance of the New Futures Markets (1979)An empirical evaluation of the extended mean‐gini coefficient for futures hedging (1992)Effectiveness of Minimum-Variance Hedging (2007)A Survey of Emerging Derivatives Markets (2008)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)ON MODELING CROSS SECTIONAL DISTRIBUTIONS OF FINANCIAL RATIOS (1995)The systematic risk of futures contracts (1996)Do currency futures prices follow random walks? (1997)On the measurement of inequality (1970)Poverty: An Ordinal Approach to Measurement (1976)Unequal inequalities. I (1976)A note on the calculation and interpretation of the Gini index (1984)A controversial proposal concerning inequality measurement (1988)Conindex: Estimation of Concentration Indices (2016)Cross Hedging (1981)The relation between forward prices and futures prices (1981)Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices (1988)Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach (1993)Bitcoin Futures—What use are they? (2018)The Impact of Index Futures Markets On Australian Sharemarket Volatility (1991)EXPERIMENTAL ASSET MARKETS WITHIN FINANCE (1995)
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References

  • 1983On an Extension of the Gini Inequality Index608 cited
  • 1984Hedging Performance and Basis Risk in Stock Index Futures364 cited
  • 1982Stochastic Dominance, Mean Variance, and Gini's Mean Difference330 cited
  • 1984Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets222 cited
  • 1987The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary?94 cited
  • 1990The hedging effectiveness of options and futures: A mean‐gini approach67 cited
  • 1988Futures Markets: Their Establishment and Performance.52 cited
  • 1985The behaviour of futures prices over time48 cited

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