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Risk‐return hedging effectiveness measures for stock index futures

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  • Mary Lindahl

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  • Mary Lindahl, 1991. "Risk‐return hedging effectiveness measures for stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(4), pages 399-409, August.
    • Handle: RePEc:wly:jfutmk:v:11:y:1991:i:4:p:399-409
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    Cited by:

    1. Mandeep Kaur & Kapil Gupta, 2019. "Estimating Hedging Effectiveness Using Variance Reduction And Risk-Return Approaches: Evidence From National Stock Exchange Of India," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 8(4), pages 149-169.
    2. Alexander, C. & Barbosa, A., 2008. "Hedging index exchange traded funds," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 326-337, February.

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