Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds
Year of publication: |
2005-12
|
---|---|
Authors: | Alexander, Carol ; Barbosa, Andreza |
Institutions: | Henley Business School, University of Reading |
Subject: | Exchange Traded Fund | Hedging | Minimum Variance | Utility |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Forthcoming in Journal of Banking and Finance Number icma-dp2005-16 31 pages |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; G15 - International Financial Markets |
Source: |
-
Hedging and Cross-hedging ETFs
Alexander, Carol, (2007)
-
Minimum Variance Hedging and Stock Index Market Efficiency
Alexander, Carol, (2006)
-
Stock returns and Inflation:Evidence from Quantile Regressions
Alagidede, Paul, (2012)
- More ...
-
Hedging and Cross-hedging ETFs
Alexander, Carol, (2007)
-
Minimum Variance Hedging and Stock Index Market Efficiency
Alexander, Carol, (2006)
-
Alexander, Carol, (2005)
- More ...