Hedge effectiveness: Basis risk and minimum‐variance hedging
1992; Wiley; Volume: 12; Issue: 2 Linguagem: Inglês
10.1002/fut.3990120207
ISSN1096-9934
Autores Tópico(s)Capital Investment and Risk Analysis
ResumoJournal of Futures MarketsVolume 12, Issue 2 p. 187-201 Article Hedge effectiveness: Basis risk and minimum-variance hedging Mark G. Castelino, Mark G. Castelino Mark Castelino is an Assistant Professor of Finance, Rutgers University, NewarkSearch for more papers by this author Mark G. Castelino, Mark G. Castelino Mark Castelino is an Assistant Professor of Finance, Rutgers University, NewarkSearch for more papers by this author First published: April 1992 https://doi.org/10.1002/fut.3990120207Citations: 45AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. 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