Yudong Wang, Chongfeng Wu, Li Yang. Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?. Management Science, 61(12):2870-2889, 2015. [doi]
@article{WangWY15-4,
title = {Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?},
author = {Yudong Wang and Chongfeng Wu and Li Yang},
year = {2015},
doi = {10.1287/mnsc.2014.2028},
url = {http://dx.doi.org/10.1287/mnsc.2014.2028},
researchr = {https://researchr.org/publication/WangWY15-4},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {61},
number = {12},
pages = {2870-2889},
}