⌘+K

Pulse Explore Communities Researchers Journals

Home Communities Explore

September 1, 1998Journal of Futures Markets

Hedging time-varying downside risk

Donald Lien Yiu Kuen Tse

View at Publisher

Ask AI

Bookmark

Share

No abstract yet

We only have this paper's title and publication details.

Read it at the source→

Abstract

Journal of Futures Markets

Discussion

No takes yet. Share an insight, caveat, or question.

Cite This Study

Lien et al. (1998) studied this question.

synapsesocial.com/papers/6a8c5201c4ebc3188960e8d0 https://doi.org/10.1002/(sici)1096-9934(199809)18:6<705::aid-fut4>3.0.co;2-r

View at Publisher

Ask AI

Bookmark

Share

Keep reading

Synapse has enriched 5 related papers. Consider them for comparative context:

1Volatility Forecasting: A Fused Filter AlgorithmJournal of Futures Markets · Sun,
2Spot‐Based Basis and Basis Momentum in Commodity Futures MarketsJournal of Futures Markets · Sun,
3Execution Feasibility and Limits to Arbitrage: High‐Frequency Evidence From KOSPI 200 Box SpreadsJournal of Futures Markets · Tue,
4Put–Call Parity and Chooser Option Pricing Formula in Uncertain EnvironmentJournal of Futures Markets · Wed,
5Tail Risk Transmission in Agricultural and Energy MarketsJournal of Futures Markets · Thu,

More from Journal of Futures Markets

Cross‐Market Convergence Trading in Options Order FlowMon,
Pricing of Interdealer OTC Derivatives in a Limit Order Market: Evidence From Indian OIS Trade‐Level DataMon,
Forecasting Crude Oil Futures Prices: A Stacking Model With Mixed‐Frequency Predictors, Machine Learning, and Forecast CombinationTue,
Volatility Formation in Dairy Futures: Fundamentals, Public Information, and Processing AmbiguitySun,
Fading Attention and the Pricing of Default Risk in the German Market for Structured ProductsSun,