Concepedia
Journal of Futures Markets · 1991 · 15 citations · 5 references
ManagementFinanceFinancial ManagementFinancial EconomicsFinancial Risk ManagementQuantitative FinanceFinancial RiskFutures MarketsHedgingMarket RiskRisk MeasurementRisk-return AnalysisEquity Index FuturesFutures Hedging EffectivenessHedging EffectsStock FuturesStock Index Futures
5
A Risk-Return Measure of Hedging Effectiveness
C. Thomas Howard, Louis J. D'Antonio · Journal of Financial and Quantitative Analysis · 1984 · 176 citations
Management, Finance, Risk Management +17
Hedging with stock index futures: Theory and application in a new market
Stephen Figlewski · Journal of Futures Markets · 1985 · 101 citations
Business, Finance, Financial Management +14
A Risk-Return Measure of Hedging Effectiveness: A Reply
C. Thomas Howard, Louis J. D'Antonio · Journal of Financial and Quantitative Analysis · 1987 · 38 citations
Management, Finance, Financial Management +11
A Risk-Return Measure of Hedging Effectiveness: A Comment
Jack S. K. Chang, Latha Shanker · Journal of Financial and Quantitative Analysis · 1987 · 31 citations
Business, Finance, Financial Management +13
Systematic risk, dividend yield and the hedging performance of stock index futures
Robert H. Jennings, David P. Graham · Journal of Futures Markets · 1987 · 22 citations
Management, Finance, Financial Management +16