Concepedia

Tailing the hedge: Why and how

Stephen Figlewski, Yoram Landskroner, William L. Silber

Journal of Futures Markets · 1991 · 27 citations · 3 references

DOI

Concepts

References

3

The Hedging Performance of the New Futures Markets

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

, , +14

The relation between forward prices and futures prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Journal of Financial Economics · 1981 · 754 citations

, , +14

Estimation of the Optimal Futures Hedge

Stephen G. Cecchetti, Robert Cumby, Stephen Figlewski · The Review of Economics and Statistics · 1988 · 404 citations

, , +13