@article {Robins59, author = {Russell P. Robins and Ralph W.. Sanders, Jr and Barry Schachter}, title = {An Empirical Investigation of Variance Reduction Through Non-Delta Neutral Hedging}, volume = {4}, number = {2}, pages = {59--69}, year = {1996}, doi = {10.3905/jod.1996.407964}, publisher = {Institutional Investor Journals Umbrella}, issn = {1074-1240}, URL = {https://jod.pm-research.com/content/4/2/59}, eprint = {https://jod.pm-research.com/content/4/2/59.full.pdf}, journal = {The Journal of Derivatives} }