Testing hedge effectiveness for option positions

F.L.J. Kerkhof, B. Melenberg, J.M. Schumacher

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)61-79
JournalJournal of Risk
Volume8
Issue number2
Publication statusPublished - 2006

Cite this

Kerkhof, F. L. J., Melenberg, B., & Schumacher, J. M. (2006). Testing hedge effectiveness for option positions. Journal of Risk, 8(2), 61-79.
Kerkhof, F.L.J. ; Melenberg, B. ; Schumacher, J.M. / Testing hedge effectiveness for option positions. In: Journal of Risk. 2006 ; Vol. 8, No. 2. pp. 61-79.
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journal = "The Journal of Risk",
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Kerkhof, FLJ, Melenberg, B & Schumacher, JM 2006, 'Testing hedge effectiveness for option positions', Journal of Risk, vol. 8, no. 2, pp. 61-79.

Testing hedge effectiveness for option positions. / Kerkhof, F.L.J.; Melenberg, B.; Schumacher, J.M.

In: Journal of Risk, Vol. 8, No. 2, 2006, p. 61-79.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Testing hedge effectiveness for option positions

AU - Kerkhof, F.L.J.

AU - Melenberg, B.

AU - Schumacher, J.M.

PY - 2006

Y1 - 2006

M3 - Article

VL - 8

SP - 61

EP - 79

JO - The Journal of Risk

JF - The Journal of Risk

SN - 1465-1211

IS - 2

ER -