Jumping with the dividends: Hedging European Market Risk with EuroStoxx 50 Index Futures Contracts

This study investigates the effectiveness of different hedging strategies, given the large rollover jumps of EuroStoxx 50 futures contracts.

The Economic Benefit of Forecasting Market Components for Mean-Variance Investors

Do forecasting errors from direct predictions of market components out-way the additional errors introduced by an intermediary asset pricing model?