"Hedging with VIX Futures: What is the Optimal Hedge Ratio?" by G. D. Hancock

Faculty Selected Works of Gwendolyn D'Anne Hancock-Weise

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Hedging with VIX Futures: What is the Optimal Hedge Ratio?

Review of Futures Markets (2013)

G. D. Hancock, University of Missouri-St. Louis

Disciplines

Business Administration, Management, and Operations

Publication Date

July, 2013

Citation Information

G. D. Hancock. "Hedging with VIX Futures: What is the Optimal Hedge Ratio?" Review of Futures Markets (2013)
Available at: http://works.bepress.com/gwendolyn-weise/17/