The hedging effectiveness of futures contracts : comparison of the Mean Gini and Mean Variance frameworks
Thesis (MBA)--Stellenbosch University, 2003. === ENGLISH ABSTRACT: When hedging with futures contracts the hedge ratio is one of the fundamental figures needed to set up a successful hedging strategy. The Mean Variance framework has been used for some time to calculate hedge ratios for this exact...
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| Format: | Others |
| Language: | en_ZA |
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Stellenbosch : Stellenbosch University
2012
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| Online Access: | http://hdl.handle.net/10019.1/53640 |