Hedge effectiveness: Basis risk and minimum-variance hedging

Journal article

Peer reviewed

Hedge effectiveness: Basis risk and minimum-variance hedging

Mark G Castelino

The journal of futures markets, Vol.20(1), pp.89-103

01/2000

DOI: https://doi.org/10.1002/(SICI)1096-9934(200001)20:1<89::AID-FUT8>3.0.CO;2-4

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Details

Title: Hedge effectiveness: Basis risk and minimum-variance hedging
Creators: Mark G Castelino - Rutgers, The State University of New Jersey
Publication Details: The journal of futures markets, Vol.20(1), pp.89-103
Date published: 01/2000
Publisher: John Wiley & Sons, Inc
Number of pages: 15
Academic Unit: Finance and Economics (RBS)
Language: English
Resource Type: Journal article
Identifiers: 991031716800204646