Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks
Crossref DOI link: https://doi.org/10.1007/s10614-020-09979-z
Published Online: 2020-03-20
Published Print: 2021-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Geng, Qianjie
Wang, Yudong
Funding for this research was provided by:
National Natural Science Foundation of China (71722015)
Text and Data Mining valid from 2020-03-20
Version of Record valid from 2020-03-20
Article History
Accepted: 16 March 2020
First Online: 20 March 2020