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The hedging effectiveness of DAX futures

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The hedging effectiveness of DAX futures

Powalla, Martin (1995) The hedging effectiveness of DAX futures. Masters thesis, Concordia University.

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Abstract

The focus of this study is DAX, the German stock index, which started trading in August, 1990. Concludes that static hedging remains the preferred strategy for the DAX.

Divisions:Concordia University > John Molson School of Business
Item Type:Thesis (Masters)
Authors:Powalla, Martin
Pagination:v, 36 leaves : ill. ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.Admin.)
Program:Faculty of Commerce and Administration
Date:1995
Thesis Supervisor(s):Lypny, Greg
ID Code:5134
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 15:50
Last Modified:08 Dec 2010 10:43
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