Question
If you want to have a long position on [SPY: SPDR S&P 500 ETF] and want to hedge the exposure by shorting 3 different US
If you want to have a long position on [SPY: SPDR S&P 500 ETF] and want to hedge the exposure by shorting 3 different US listed ETFs, how would you choose the ETFs to make up the hedging portfolio?
Are these good choices? IYW, VHT, PNQI, RYF
Can you perform a multiple regression analysis to find the weightings of each ETFs in the portfolio?
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When selecting ETFs to hedge a long position in SPY it is important to consider the correlation betw...
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Intermediate Microeconomics
Authors: Hal R. Varian
9th edition
978-0393123975, 393123979, 393123960, 978-0393919677, 393919676, 978-0393123968
