مرکز منطقه ای اطلاع رساني علوم و فناوري - Hedging effectiveness of stock index futures

Title of article :

Hedging effectiveness of stock index futures

Author/Authors :

Jason Laws، نويسنده , , John Thompson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

177

To page :

191

Keywords :

Hedging , Stock index futures , Minimum variance hedge ratio

Journal title :

European Journal of Operational Research

Serial Year :

2005

Journal title :

European Journal of Operational Research

Record number :

215360

Link To Document :