Competing derivative equity instruments: Empirical evidence on hedged portfolio performance
Year of publication: |
1994
|
---|---|
Authors: | Hancock, G. D. ; Weise, P. D. |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 4, p. 421-436
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Competing derivative equity instruments : empirical evidence on hedged portfolio performance
Hancock, G. D., (1994)
-
VIX and VIX futures pricing algorithms : cultivating understanding
Hancock, G. D., (2012)
-
A text book treatment of calculating returns on non-traditional portfolios
Hancock, G. D., (2005)
- More ...