Hedging with stock index futures: downside risk versus the variance
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- Bawa, Vijay S., 1978. "Safety-First, Stochastic Dominance, and Optimal Portfolio Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(2), pages 255-271, June.
- Gary E. Bond & Stanley R. Thompson & Benny M. S. Lee, 1987. "Application of a simplified hedging rule," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(1), pages 65-72, February.
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Keywords
downside risk; hedging; futures;All these keywords.
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