Hedging with S&P500 and E-mini S&P500 stock index futures

DOI10.1080/09720510.2005.10701158MaRDI QIDQ3374818zbMATH OpenOpenAlexFDO

Authors Mingchih Lee, Jer-Shiou Chiou, Pei-Shan Wu, Chun-Da Chen

Publication date 22 February 2006

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2005.10701158

zbMATH Keywords

dynamic hedginghedge modelshedge strategy

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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