Cross hedging with single stock futures

Chris Brooks, Ryan J. Davies, Sang Soo Kim

Research output: Contribution to journal › Article (Academic Journal) › peer-review

Original language	English
Pages (from-to)	473-504
Number of pages	32
Journal	Assurances et gestion des risques
Volume	74
Issue number	4
Publication status	Published - 1 Jan 2007

Access to Document

@article{f74e2188f6db442384300a59211f398b,

title = "Cross hedging with single stock futures",

author = "Chris Brooks and Davies, {Ryan J.} and Kim, {Sang Soo}",

year = "2007",

month = jan,

day = "1",

language = "English",

volume = "74",

pages = "473--504",

journal = "Assurances et gestion des risques",

publisher = "HEC Montreal",

number = "4",

}