TAILIEUCHUNG - Hedging Performance and Basis Risk in Stock Index Futures

This chapter examines how investors can take advantage of the opportunity to profit from hedge fund investing in the technology sector. Over the years, technology-focused hedge funds have turned in outstanding performance numbers while minimizing risk in the most volatile segment of the market. | Hedging Performance and Basis Risk in Stock Index Futures Stephen Figlewski STOR The Journal of Finance Volume 39 Issue 3 Papers and Proceedings Forty-Second Annual Meeting American Finance Association San Francisco CA December 28-30 1983 Jul. 1984 657-669. Stable URL http sici sici 0022-1082 28198407 2939 3A3 3C657 3AHPABRI 3B2-S Your use of the JSTOR archive indicates your acceptance of JSTOR s Terms and Conditions of Use available at http about . JSTOR s Terms and Conditions of Use provides in part that unless you have obtained prior permission you may not download an entire issue of a journal or multiple copies of articles and you may use content in the JSTOR archive only for your personal non-commercial use. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. The Journal of Finance is published by American Finance Association. Please contact the publisher for further permissions regarding the use of this work. Publisher contact information may be obtained at http joumals . The Journal of Finance 1984 American Finance Association JSTOR and the JSTOR logo are trademarks of JSTOR and are Registered in the . Patent and Trademark Office. For more information on JSTOR contactjstor@. 2002 JSTOR http Wed Apr 24 07 52 38 2002 THE JOURNAL OF FINANCE VOL. XXXIX NO. 3 JULY 1984 Hedging Performance and Basis Risk in Stock Index Futures STEPHEN FIGLEWSKI In early 1982 TRADING BEGAN at three different exchanges in futures contracts based on stock indexes. Stock index futures were an immediate success and quickly led to a proliferation of new futures and options markets tied to various indexes. One reason for this success was that index futures greatly extended the range of investment and risk management strategies available to investors by offering them for the first time the .

• Quản trị kinh doanh
• Basis Risk
• Hedging Performance
• Index Futures
• volatile segment
• outstanding performance
• minimizing risk
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