Hedging equity portfolio with S&P index futures
A simplistic example using futures to bring the portfolio beta from 1.4 to 0 (fully hedged). The problem is this assumes continued perfect correlation between portfolio and index, which is unlikely.
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: 5 min
29
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: 09/05/08 18:25
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Option Basics: Triple Witching and Market Volatility
Schaeffer's equities analyst Elizabeth Harrow explains why triple witching time isn't quite as terrifying as it sounds.
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: 1 min
49
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: 21/04/08 22:17
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