HEDGING FOREIGN CURRENCY, FREIGHT, AND COMMODITY FUTURES PORTFOLIOS—A NOTE.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 12, p. 1205, doi. 10.1002/fut.10050
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 12
Results: 4
1
2
MULTIPERIOD HEDGING WITH FUTURES CONTRACTS.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 12, p. 1179, doi. 10.1002/fut.10035
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- Publication type:
- Article
3
ECONOMIC SIGNIFICANCE OF RISK PREMIUMS IN THE S&P 500 OPTION MARKET.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 12, p. 1147, doi. 10.1002/fut.10051
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- Publication type:
- Article
4
EXCESSIVE VARIATION IN RISK-FACTOR CORRELATION AND VOLATILITIES.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 12, p. 1119, doi. 10.1002/fut.10049
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- Publication type:
- Article