Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?

Yudong Wang, Chongfeng Wu, Li Yang. Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?. Management Science, 61(12):2870-2889, 2015. [doi]

Authors

Yudong Wang

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Chongfeng Wu

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Li Yang

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