An empirical comparison of hedging strategies with financial futures and options on futures
Hedgingfixed rate mortgage (FRM) portfolios with financial futures and options is suggested to substitutes for the adjustable rate mortgage as the hedging instrument. This study examines the comparative benefits of hedging the FRM through selling futures, buying puts, and the combined buy-putlsell-c...
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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia
1995
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| Online Access: | http://journalarticle.ukm.my/7966/1/801-1530-1-SM.pdf http://journalarticle.ukm.my/7966/ http://ejournals.ukm.my/pengurusan/issue/view/203 |
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