Hedging With The SPI: How Elusive Is The Perfect Hedge Ratio?

Jacqueline Johnson

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)36-46
JournalJournal of Applied Finance and Investment
VolumeJuly/August, Vol 1, 1996
Issue number3
Publication statusPublished - 1996

Cite this

Johnson, Jacqueline. / Hedging With The SPI: How Elusive Is The Perfect Hedge Ratio?. In: Journal of Applied Finance and Investment. 1996 ; Vol. July/August, Vol 1, 1996, No. 3. pp. 36-46.
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title = "Hedging With The SPI: How Elusive Is The Perfect Hedge Ratio?",
author = "Jacqueline Johnson",
year = "1996",
language = "English",
volume = "July/August, Vol 1, 1996",
pages = "36--46",
journal = "Journal of Applied Finance and Investment",
number = "3",

}

Johnson, J 1996, 'Hedging With The SPI: How Elusive Is The Perfect Hedge Ratio?' Journal of Applied Finance and Investment, vol. July/August, Vol 1, 1996, no. 3, pp. 36-46.

Hedging With The SPI: How Elusive Is The Perfect Hedge Ratio? / Johnson, Jacqueline.

In: Journal of Applied Finance and Investment, Vol. July/August, Vol 1, 1996, No. 3, 1996, p. 36-46.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Hedging With The SPI: How Elusive Is The Perfect Hedge Ratio?

AU - Johnson, Jacqueline

PY - 1996

Y1 - 1996

M3 - Article

VL - July/August, Vol 1, 1996

SP - 36

EP - 46

JO - Journal of Applied Finance and Investment

JF - Journal of Applied Finance and Investment

IS - 3

ER -