Concepedia

The Hedging Performance of the New Futures Markets

Louis H. Ederington

The Journal of Finance · 1979 · 249 citations · 0 references

Concepts

BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceDerivatives MarketsDiscounted Cash Flow ValuationFinancial RiskFutures MarketsHedgingMarket RiskFutures Contract HedgingFutures Hedging EffectivenessHedging EffectsHedging With Futures ContractsMulti-period Hedging