Publication not explained

This publication has not yet been explained in plain language by the author(s). However, you can still read the publication.

If you are one of the authors, claim this publication so you can create a plain language summary to help more people find, understand and use it.

Featured Image

Read the Original

This page is a summary of: Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract, International Journal of Risk Assessment and Management, January 2008, Inderscience Publishers,
DOI: 10.1504/ijram.2008.019316.
You can read the full text:

Read

Contributors

The following have contributed to this page