Concepedia

Multi-period Hedging

Multi-Period Hedging is a dynamic risk management strategy that systematically adjusts hedge positions over successive time intervals to minimize cumulative exposure to price fluctuations, distinguished from single-period approaches by its temporal continuity and adaptive recalibration across multiple decision points.

148

Publications

8.4K

Citations

321

Authors

238

Institutions

Publications per year

2017–2026

38

Parents

Publications

148

The Hedging Performance of the New Futures Markets

Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations

, , +14

Is gold the best hedge and a safe haven under changing stock market volatility?

Matthew Hood, Farooq Malik · Review of Financial Economics · 2013 · 400 citations

, , +16

Efficient hedging: Cost versus shortfall risk

Hans Föllmer, Peter Leukert · Finance and Stochastics · 2000 · 315 citations

, , +14

The Hedging Performance of the New Futures Markets

Louis H. Ederington · The Journal of Finance · 1979 · 249 citations

, , +14

The Time Pattern of Hedging and the Volatility of Futures Prices

Ronald W. Anderson, Jean‐Pierre Danthine · The Review of Economic Studies · 1983 · 230 citations

, , +16

1–5 of 148

Authors

321

  1. DK
    Drosos Koutsokostas

    National and Kapodistrian University of Athens, Greece

    3 publications · 166 citations

    3

    h-index

  2. DL
    Donald Lien

    The University of Texas at San Antonio, United States

    3 publications · 121 citations

    3

    h-index

  3. IZ
    Itzhak Zilcha

    Tel Aviv University, Israel

    3 publications · 154 citations

    3

    h-index

  4. SP
    Spyros Papathanasiou

    National and Kapodistrian University of Athens, Greece

    3 publications · 166 citations

    3

    h-index

  5. MA
    M. A. H. Dempster

    University of Cambridge, United Kingdom

    2 publications · 113 citations

    2

    h-index

1–5 of 321

Institutions

238

  1. University of Hong Kong

    Pok Fu Lam, Hong Kong

    4 h-index

    8 publications

    216 citations

  2. IPAG Business School

    Paris, France

    4 h-index

    4 publications

    77 citations

  3. University of Cambridge

    Cambridge, United Kingdom

    4 h-index

    6 publications

    308 citations

  4. Iowa State University

    Ames, United States

    3 h-index

    6 publications

    214 citations

  5. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    3 publications

    106 citations

  6. Durham University

    Durham, United Kingdom

    3 h-index

    3 publications

    223 citations

  7. Tel Aviv University

    Tel Aviv, Israel

    3 h-index

    5 publications

    376 citations

  8. University of Sfax

    Sfax, Tunisia

    3 h-index

    4 publications

    85 citations

1–8 of 238

Venues

  1. Journal of Futures Markets

    8 publications · 291 citations

    8

    h-index

  2. International Review of Financial Analysis

    IRFA · 7 publications · 194 citations

    7

    h-index

  3. European Journal of Operational Research

    6 publications · 139 citations

    6

    h-index

  4. Journal of Banking & Finance

    5 publications · 359 citations

    5

    h-index

  5. Finance and Stochastics

    4 publications · 634 citations

    4

    h-index

1–5