A Note on the Length Effect of Futures Hedging

Author

Yiu Kuen TSE, Singapore Management UniversityFollow
Donald Lien

Publication Type

Book Chapter

Publication Date

2000

Discipline

Economics

Research Areas

Econometrics

Publication

Advances in Investment Analysis and Portfolio Management

Volume

7

First Page

131

Last Page

143

ISBN

9780762306589

Publisher

JAI Press

City or Country

Greenwich, CT

Citation

TSE, Yiu Kuen and Lien, Donald. A Note on the Length Effect of Futures Hedging. (2000). Advances in Investment Analysis and Portfolio Management. 7, 131-143.
Available at: https://ink.library.smu.edu.sg/soe_research/367