Negative correlation between stock and futures returns: an unexploited hedging opportunity? (Q4976356)
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scientific article; zbMATH DE number 6754565
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| English | Negative correlation between stock and futures returns: an unexploited hedging opportunity? |
scientific article; zbMATH DE number 6754565 |
Statements
NEGATIVE CORRELATION BETWEEN STOCK AND FUTURES RETURNS: AN UNEXPLOITED HEDGING OPPORTUNITY? (English)
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28 July 2017
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futures
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equity
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hedging
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beta
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0.6721580028533936
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0.6459210515022278
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0.6412292718887329
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0.6398805975914001
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