期刊論文1. | Eaker, M. R.、Grant, D. M.(1987)。Cross-Hedging Foreign Currency Risk。Journal of International Money and Finance,6,85-105。 |
2. | Working, H.(1962)。New Concepts Concerning Futures Markets and Prices。American Economic Review,51(2),431-459。 |
3. | Anderson, Ronald W.、Danthine, Jean-pierre(1981)。Cross hedging。Journal of Political Economy,89(6),1182-1196。 |
4. | Cotter, John、Hanly, Jim(2006)。Reevaluating Hedging Performance。Journal of Futures Markets,26(7),677-702。 |
5. | Gagnon, L.、Lypny, G. J.、McCurdy, T. H.(1998)。Hedging Foreign Currency Portfolios。Journal of Empirical Finance,5,197-220。 |
6. | Shalit, H.、Yitzhaki, S.(1984)。Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets。Journal of Finance,39(5),449-468。 |
7. | Yitzhaki, S.(1983)。On an Extension of the Gini Inequality Index。International Economic Review,24(3),617-628。 |
8. | Chen, S. S.、Lee, C. F.、Shrestha, K.(2001)。On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratio。Journal of Futures Markets,21(6),581-598。 |
9. | Howard, Charles T.、D'Antonio, L. J.(1984)。A Risk-Return Measure of Hedging Effectiveness。Journal of Financial and Quantitative Analysis,19(1),101-112。 |
10. | Floros, C.、Vougas, D. V.(2004)。Hedge Ratios in Greek Stock Index Futures Market。Applied Financial Economics,14(15),1125-1136。 |
11. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance,34(1),157-170。 |
12. | Adam-Muller, A. F.(2000)。Exports and Hedging Exchange Rate Risks: The Multi-Country Case。Journal of Futures Markets,20,843-864。 |
13. | Aggarwal, R.、DeMaskey, A. L.(1997)。Using Derivatives in Major Currencies for Cross-Hedging Currency Risks in Asian Emerging Markets。Journal of Futures Markets,17,781-796。 |
14. | Aggarwal, R.、DeMaskey, A. L.(1997)。Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies。Journal of Portfolio Management,23(1),88-95。 |
15. | Broll, U.、Wong, K. P.(1999)。Hedging with Mismatched Currencies。Journal of Futures Markets,19,859-875。 |
16. | Chang, E. C.、Wong, K. P.(2003)。Cross-Hedging with Currency Options and Futures。Journal of Financial and Quantitative Analysis,38,555-574。 |
17. | Chen, S. S.、Lee, C. F.、Shrestha, K.(2003)。Futures Hedge Ratios: A Review。Quarterly Review of Economics and Finance,43,433-465。 |
18. | Chen, S. S.、Lee, C. F.、Shrestha, K.(2008)。Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios。Quarterly, Review of Economics and Finance,48,153-174。 |
19. | Dale, C.(1981)。The Hedging Effectiveness of Currency Futures Markets。Journal of Futures Markets,1,77-88。 |
20. | Howard, C. T.、D'Antonio, L. J.(1987)。A Risk-Return. Measure of Hedging Effectiveness: A Reply。Journal of Financial and Quantitative Analysis,22,377-381。 |
21. | Kolb, R. W.、Okunev, J.(1992)。An Empirical Evaluation of the Extended Mean-Gini Coefficient for Futures Hedging。The Journal of Futures Markets,12,177-186。 |
22. | Kolb, R. W.、Okunev, J.(1993)。Utility Maximizing Hedge Ratios in the Extended Mean-Gini Framework。The Journal of Futures Markets,13,597-609。 |
23. | Kuo, C. K.、Chen, K. W.(1995)。A Risk-Return Measure of Hedging Effectiveness: A Simplification。Journal of Futures Markets,15,39-44。 |
24. | Lien, D.、Luo, X.(1993)。Estimation the Extended Mean-Gini Coefficient for Futures Hedging。Journal of Futures Markets,13,665-676。 |
25. | Lien, D.、Shaffer, D. R.(1999)。A Note on Estimating the Minimum Extended Gini Hedge Ratio。Journal of Futures Markets,19,101-113。 |
26. | Mun, K. C.、Morgan, G. E.(1997)。Cross-Hedging Foreign Exchange Rate Risks: The Case of Deposit Money Banks in Emerging Asian Countries。Pacific-Basin Finance Journal,5,215-230。 |
27. | Satyanarayan, S.(1998)。A Note on A Risk-Return Measure of Hedging Effectiveness。Journal of Futures Markets,18,867-870。 |
28. | Shaffer, D. R.、DeMaskey, A.(2005)。Currency Hedging Using the Mean-Gini Framework。Review of Quantitative Finance and Accounting,25,125-137。 |
29. | Shalit, H.(1995)。Mean-Gini Hedging in Futures Markets。Journal of Futures Markets,15,617-635。 |
30. | Smith, A.(2005)。Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures。Journal of Applied Econometrics,20,405-422。 |
31. | Yitzhaki, Shlomo(1982)。Stochastic Dominance, Mean Variance and Gini's Mean Difference。American Economic Review,72,178-185。 |