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- Title
How to optimize with stock index futures.
- Authors
Grant, Dwight
- Abstract
The article focuses on the method in optimizing the future markets of stock index. Future market of stock index rely on several factors such as the potential buyer of stock and the prices of stock. The market operates through multiplying the index such as Standard & Poor's 500 Index by a dollar factor. In optimizing the stock index future, financial analyst have used the method of Elton, Gruber and Padberg (EGP) to compare the portfolio selection. The EGP method would determine the optimal portfolio contained in the security and provide strong intuitive basis for identifying the characteristics of securities.
- Subjects
STOCK index futures; STOCK price indexes; PRICES of securities; FINANCIAL futures; FINANCIAL markets; SECURITIES trading; STOCK exchanges; PRICE indexes; INVESTMENTS
- Publication
Journal of Portfolio Management, 1982, Vol 8, Issue 3, p32
- ISSN
0095-4918
- Publication type
Article
- DOI
10.3905/jpm.1982.408855