Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
Published Online:23 Jan 2015https://doi.org/10.1287/mnsc.2014.2028
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mnsc.2014.2028-sm-code_and_data_used_in_management_science_paper.rar (2 MB)
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Volume 61, Issue 12
December 2015
Pages iv–vi, 2825-3096
Article Information
Supplemental Material
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- Received:February 11, 2013
- Accepted:May 27, 2014
- Published Online:January 23, 2015
Copyright © 2015, INFORMS
Cite as
Yudong Wang, Chongfeng Wu, Li Yang (2015) Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?. Management Science 61(12):2870-2889.
https://doi.org/10.1287/mnsc.2014.2028
Keywords
