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