Application of mean-variance analysis to broad-based futures contracts
Year of publication: |
1992
|
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Authors: | Lien, Da-hsiang Donald |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 1, p. 19-32
|
Subject: | Derivat | Derivative | Hedging | CAPM | Theorie | Theory |
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