A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A REPLY

被引：13

作者：

HOWARD, CT

DANTONIO, LJ

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1987年 / 22卷 / 03期

关键词：

D O I：

10.2307/2330972

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：377 / 381

页数：5

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共 3 条

[1] A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A COMMENT [J].

CHANG, JSK ;

SHANKER, L .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (03) :373-376

[2] TREASURY BILL FUTURES AS A HEDGING TOOL - A RISK-RETURN APPROACH [J].

HOWARD, CT ;

DANTONIO, LJ .

JOURNAL OF FINANCIAL RESEARCH, 1986, 9 (01) :25-39

[3] A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS [J].

HOWARD, CT ;

DANTONIO, LJ .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (01) :101-112