Hedge Ratio Estimation Methods and Their Applications

John Lee (), Jow-Ran Chang (), Lie-Jane Kao () and Cheng-Few Lee ()
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John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University
Lie-Jane Kao: Takming University of Science and Technology, College of Finance
Cheng-Few Lee: The State University of New Jersey, Rutgers School of Business

Chapter Chapter 21 in Essentials of Excel VBA, Python, and R, 2023, pp 459-489 from Springer

Abstract: Abstract One of the best uses of derivative securities such as futures contracts is in hedging. In the past, both academicians and practitioners have shown great interest in the issue of hedging with futures. This is quite evident from the large number of articles written in this area.

Date: 2023
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DOI: 10.1007/978-3-031-14283-3_21

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