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Keywords: FTSE-100
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Journal Articles
A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2015) 16 (2): 190–196.
Published: 16 March 2015
...Moawia Alghalith; Christos Floros; Ricardo Lalloo Purpose – The purpose of this paper is to empirically test dynamic hedging, using data from the FTSE-100 and Standard & Poor’s (S&P) 500 futures indices. Design/methodology/approach – The authors introduce a dynamic continuous-time...
