Hedge effectiveness: Basis risk and minimum-variance hedging

Mark G. Castelino

doi:10.1002/(SICI)1096-9934(200001)20:1<89::AID-FUT8>3.0.CO;2-4

Hedge effectiveness: Basis risk and minimum-variance hedging

Mark G. Castelino

Rutgers Business School, Finance & Economics

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Original language	English (US)
Pages (from-to)	89-103
Number of pages	15
Journal	Journal of Futures Markets
Volume	20
Issue number	1
DOIs	https://doi.org/10.1002/(SICI)1096-9934(200001)20:1<89::AID-FUT8>3.0.CO;2-4
State	Published - 2000

All Science Journal Classification (ASJC) codes

Accounting
General Business, Management and Accounting
Finance
Economics and Econometrics

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10.1002/(SICI)1096-9934(200001)20:1<89::AID-FUT8>3.0.CO;2-4

Cite this

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Hedge effectiveness: Basis risk and minimum-variance hedging

All Science Journal Classification (ASJC) codes

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