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Hedge performance of SPX index options and S&P 500 futures

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  • Bruce A. Benet
  • Carl F. Luft

Abstract

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  • Bruce A. Benet & Carl F. Luft, 1995. "Hedge performance of SPX index options and S&P 500 futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(6), pages 691-717, September.
    • Handle: RePEc:wly:jfutmk:v:15:y:1995:i:6:p:691-717
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    Cited by:

    1. Wong Kit Pong, 2002. "Export-Flexible Firms and Forward Markets," International Economic Journal, Taylor & Francis Journals, vol. 16(3), pages 81-95.
    2. Hyounggun Song & Sung Kwon Han & Seung Hwan Jeong & Hee Soo Lee & Kyong Joo Oh, 2019. "Using Genetic Algorithms to Develop a Dynamic Guaranteed Option Hedge System," Sustainability, MDPI, vol. 11(15), pages 1-12, July.
    3. Marc Bohmann, 2020. "Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2020, January-A.
    4. Kit Pong Wong, 2001. "Currency Hedging For Export-Flexible Firms," International Economic Journal, Taylor & Francis Journals, vol. 15(1), pages 165-174.

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