... re-use rights only Dual hedge Single hedge Minimum variance Integrated risk Correlation National Natural Science Foundation of China 71871141 Many papers have been written to demystify the interesting topic of future hedging strategies. One main strand of research involves...

...Yiwen Deng; Chen Liu; Zhenlong Zheng Purpose – The purpose of this paper is to study how the market correlation changes in Chinese stock market and how the market correlation affects stock returns. Design/methodology/approach – The authors first examine the relationship between the market...