Hedge Ratios under Inherent Risk Reduction in a Commodity Complex: An Interpretation.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 55, doi. 10.1002/fut.3990120106
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1992 AND VI 12 AND IP 1
Results: 9
1
2
Minimum Variance Hedge Ratios for Stock Index Futures: Duration and Expiration Effects.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 33, doi. 10.1002/fut.3990120105
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- Publication type:
- Article
3
Is Normal Backwardation Normal?
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 75, doi. 10.1002/fut.3990120108
- By:
- Publication type:
- Article
4
Supplementary Information and Markov Processes in Soybean Futures Trading.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 61, doi. 10.1002/fut.3990120107
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- Publication type:
- Article
5
Optimal Futures Positions for Life Insurance Companies.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 105, doi. 10.1002/fut.3990120110
- By:
- Publication type:
- Article
6
Application of Mean-Variance Analysis to Broad-Based Futures Contracts.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 19, doi. 10.1002/fut.3990120104
- By:
- Publication type:
- Article
7
A Redetermination of Hedging Strategies Using Foreign Currency Futures Contracts and Forward....
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 93, doi. 10.1002/fut.3990120109
- By:
- Publication type:
- Article
8
The Significance of Hedging Capital Requirements.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 11, doi. 10.1002/fut.3990120103
- By:
- Publication type:
- Article
9
The Profitability of Volatility Spreads around Information Releases.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 1, p. 1, doi. 10.1002/fut.3990120102
- By:
- Publication type:
- Article