Hedge period length and Ex‐ante futures hedging effectiveness: The case of foreign‐exchange risk cross hedges

PORTFOLIO SELECTION*

Harry M. Markowitz · The Journal of Finance · 1952 · 5.3K citations

The Hedging Performance of the New Futures Markets

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

Business, Economics, Finance +14

The Theory of Hedging and Speculation in Commodity Futures

Leland L. Johnson · The Review of Economic Studies · 1960 · 622 citations

Agriculture, Business Economics, Economics +17

Cross Hedging

Ronald W. Anderson, Jean‐Pierre Danthine · Journal of Political Economy · 1981 · 275 citations

Business, Economics, Finance +15

Hedging and Joint Production: Theory and Illustrations

Ronald W. Anderson, Jean‐Pierre Danthine · The Journal of Finance · 1980 · 134 citations

Management, Business Economics, Economics +9