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The use and abuse of the hedging effectiveness measure

โœ Scribed by Donald Lien

Book ID
116577254
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
92 KB
Volume
14
Category
Article
ISSN
1057-5219

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๐Ÿ“œ SIMILAR VOLUMES

An intertemporal measure of hedging effe
An intertemporal measure of hedging effectiveness
โœ Jack S. K. Chang; Hsing Fang ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 816 KB

## An of Intertemporal Measure Hedging Effectiveness Jack S.K. Chang Hsing Fang edging effectiveness is measured to determine the effectiveness of adding a given H futures contract to a hedger's cash portfolio. It is determined by comparing the combined futures-cash position with the cash position

A note on a risk-return measure of hedgi
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โœ Satyanarayan, Sudhakar ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 197 KB ๐Ÿ‘ 2 views

In a recent paper, Kuo and Chen (1995) propose a simplification of the Howard and D'Antonio (1984, 1987) model of hedging effectiveness. This note extends Kuo-Chen's suggested simplification to derive the optimal hedge ratio and second order conditions (SOCs) of the Howard-D'Antonio model. These SOC

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โœ Dr. Charles Dale ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 751 KB

ntil very recently, commodity futures markets were largely ignored by the U vast majority of economists. At the same time, markets for foreign currencies were studied by only a relative handful of specialists in international trade and finance. This article describes an area which overlaps the two v