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- Title
Using stock index futures to reduce market risk.
- Authors
Nordhauser, Fred
- Abstract
The article reports on the study on Value Line Index Stock futures and mutual funds portfolios that may lessen the risk and encourage minor loss in rate of return. The initiative involves selling and holding stock index futures contracts to reduce the variability of returns from a managed portfolio of stocks. The "Value Line Investment Survey," which was conducted by Arnold Bernhard & Co., has been noted for its fair selection of stocks that are underpriced or overpriced in terms of their performance.
- Subjects
MUTUAL funds; VALUE Line Investment Survey (Periodical); RATE of return; STOCK index futures; STOCK price indexes; ARNOLD Bernhard &; Co.; FUTURES market; RISK management in business; SURVEYS
- Publication
Journal of Portfolio Management, 1984, Vol 10, Issue 3, p56
- ISSN
0095-4918
- Publication type
Article
- DOI
10.3905/jpm.1984.408964