Greg Lypny

Concordia University, Quebec - John Molson School of Business

1455 De Maisonneuve Blvd. West

Montreal, Quebec H3G 1M8

Canada

  • Concordia University, Quebec - John Molson School of Business

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    • Tel: (514) 848-2788
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SCHOLARLY PAPERS

3

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150

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (3)

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1.

Hedging Foreign Currency Portfolios

Journal of Empirical Finance, Vol. 5, pp. 197-220, 1998
Number of pages: 24 Posted: 27 Sep 2004 Last Revised: 02 Mar 2012
Louis Gagnon, Thomas H. McCurdy and Greg Lypny
Queen's University - Smith School of Business, University of Toronto - Rotman School of Management and Concordia University, Quebec - John Molson School of Business
Downloads 150 (334,228)
Citation 2

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Hedging, GARCH, portfolio effects, risk-minimization, covariance

2.

The Benefits of Dynamically Hedging the Toronto 35 Stock Index

Canadian Journal of Administrative Sciences, Vol. 14, pp. 69-78, 1997
Posted: 20 Sep 2004
Louis Gagnon and Greg Lypny
Queen's University - Smith School of Business and Concordia University, Quebec - John Molson School of Business

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Dynamic hedging, hedging, risk-minimizing hedge, stock index, GARCH, futures

3.

Hedging Short-Term Interest Risk Under Time-Varying Distributions

Journal of Futures Markets, Vol. 15, pp. 767-783, 1995
Posted: 20 Dec 1998 Last Revised: 12 Jul 2010
Louis Gagnon and Greg Lypny
Queen's University - Smith School of Business and Concordia University, Quebec - John Molson School of Business

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