The author wishes to acknowledge the editor (Bob Webb) and an anonymous referee for helpful comments and suggestions.
A note on utility-based futures hedging performance measure†
Article first published online: 12 JAN 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 1, pages 92–97, January 2012
How to Cite
Lien, D. (2012), A note on utility-based futures hedging performance measure. J. Fut. Mark., 32: 92–97. doi: 10.1002/fut.20510
- Issue published online: 4 NOV 2011
- Article first published online: 12 JAN 2011
- Manuscript Accepted: DEC 2010
- Manuscript Received: SEP 2010
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