RISK-RETURN HEDGING EFFECTIVENESS MEASURES FOR STOCK INDEX FUTURES

被引:4
作者
LINDAHL, M
机构
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]
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页码:399 / 409
页数:11
相关论文
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FIGLEWSKI, S .
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[3]  
GRAHAM D, 1987, J FUTURES MARKETS, V7, P1
[4]   A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A REPLY [J].
HOWARD, CT ;
DANTONIO, LJ .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (03) :377-381
[5]   A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS [J].
HOWARD, CT ;
DANTONIO, LJ .
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