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RISK-RETURN HEDGING EFFECTIVENESS MEASURES FOR STOCK INDEX FUTURES
被引:4
作者
:
LINDAHL, M
论文数:
0
引用数:
0
h-index:
0
LINDAHL, M
机构
:
来源
:
JOURNAL OF FUTURES MARKETS
|
1991年
/ 11卷
/ 04期
关键词
:
D O I
:
10.1002/fut.3990110402
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
[No abstract available]
引用
收藏
页码:399 / 409
页数:11
相关论文
共 6 条
[1]
A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A COMMENT
[J].
CHANG, JSK
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
CHANG, JSK
;
SHANKER, L
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
SHANKER, L
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(03)
:373
-376
[2]
HEDGING WITH STOCK INDEX FUTURES - THEORY AND APPLICATION IN A NEW MARKET
[J].
FIGLEWSKI, S
论文数:
0
引用数:
0
h-index:
0
FIGLEWSKI, S
.
JOURNAL OF FUTURES MARKETS,
1985,
5
(02)
:183
-199
[3]
GRAHAM D, 1987, J FUTURES MARKETS, V7, P1
[4]
A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A REPLY
[J].
HOWARD, CT
论文数:
0
引用数:
0
h-index:
0
HOWARD, CT
;
DANTONIO, LJ
论文数:
0
引用数:
0
h-index:
0
DANTONIO, LJ
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(03)
:377
-381
[5]
A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS
[J].
HOWARD, CT
论文数:
0
引用数:
0
h-index:
0
HOWARD, CT
;
DANTONIO, LJ
论文数:
0
引用数:
0
h-index:
0
DANTONIO, LJ
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1984,
19
(01)
:101
-112
[6]
HEDGING WITH STOCK INDEX FUTURES - THEORY AND APPLICATION IN A NEW MARKET - COMMENT
[J].
KAWALLER, I
论文数:
0
引用数:
0
h-index:
0
KAWALLER, I
.
JOURNAL OF FUTURES MARKETS,
1985,
5
(03)
:447
-449
←
1
→
共 6 条
[1]
A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A COMMENT
[J].
CHANG, JSK
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
CHANG, JSK
;
SHANKER, L
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
SHANKER, L
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(03)
:373
-376
[2]
HEDGING WITH STOCK INDEX FUTURES - THEORY AND APPLICATION IN A NEW MARKET
[J].
FIGLEWSKI, S
论文数:
0
引用数:
0
h-index:
0
FIGLEWSKI, S
.
JOURNAL OF FUTURES MARKETS,
1985,
5
(02)
:183
-199
[3]
GRAHAM D, 1987, J FUTURES MARKETS, V7, P1
[4]
A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A REPLY
[J].
HOWARD, CT
论文数:
0
引用数:
0
h-index:
0
HOWARD, CT
;
DANTONIO, LJ
论文数:
0
引用数:
0
h-index:
0
DANTONIO, LJ
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(03)
:377
-381
[5]
A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS
[J].
HOWARD, CT
论文数:
0
引用数:
0
h-index:
0
HOWARD, CT
;
DANTONIO, LJ
论文数:
0
引用数:
0
h-index:
0
DANTONIO, LJ
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1984,
19
(01)
:101
-112
[6]
HEDGING WITH STOCK INDEX FUTURES - THEORY AND APPLICATION IN A NEW MARKET - COMMENT
[J].
KAWALLER, I
论文数:
0
引用数:
0
h-index:
0
KAWALLER, I
.
JOURNAL OF FUTURES MARKETS,
1985,
5
(03)
:447
-449
←
1
→