Optimal Portfolios for Commodity Futures Funds.
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 247, doi. 10.1002/fut.3990100304
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1990 AND VI 10 AND IP 3
Results: 8
1
2
Stock Index Futures, Expiration Day Volatility, and the 'Special' Friday Opening: A Note.
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 323, doi. 10.1002/fut.3990100309
- By:
- Publication type:
- Article
3
An Intertemporal Measure of Hedging Effectiveness.
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 307, doi. 10.1002/fut.3990100308
- By:
- Publication type:
- Article
4
Commodity Futures Cross Hedging of Foreign Exchange Exposure.
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 287, doi. 10.1002/fut.3990100307
- By:
- Publication type:
- Article
5
The Relationship Between the Volatilities of the S&P 500 Index and Futures Contracts....
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 273, doi. 10.1002/fut.3990100306
- By:
- Publication type:
- Article
6
Basis Risk and Optimal Decision Making for California Feedlots.
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 259, doi. 10.1002/fut.3990100305
- By:
- Publication type:
- Article
7
Out of Sample Effectiveness of a Joint Commodity and Currency Hedge: The Case of Soybean Meal in....
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 229, doi. 10.1002/fut.3990100303
- By:
- Publication type:
- Article
8
Analyzing Biases in Valuation Models of Options on Futures.
- Published in:
- Journal of Futures Markets, 1990, v. 10, n. 3, p. 211, doi. 10.1002/fut.3990100302
- By:
- Publication type:
- Article