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The hedging effectiveness of options and futures: A mean‐gini approach
Author(s) -
Cheung C. Sherman,
Kwan Clarence C. Y.,
Yip Patrick C. Y.
Publication year - 1990
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990100106
Subject(s) - futures contract , citation , library science , humanities , management , mathematics , philosophy , computer science , economics , financial economics