HEDGE EFFECTIVENESS - BASIS RISK AND MINIMUM-VARIANCE HEDGING

被引：38

作者：

CASTELINO, MG

机构：

[1] Rutgers University, Newark

来源：

JOURNAL OF FUTURES MARKETS | 1992年 / 12卷 / 02期

关键词：

D O I：

10.1002/fut.3990120207

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：187 / 201

页数：15

共 36 条

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