Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Year of publication: |
1993
|
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Authors: | Rogers, Leonard C. G. ; Satchell, Stephen ; Yoon, Youngjun |
Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics |
Subject: | Theorie | Theory | Hedging | Aktienmarkt | Stock market | Schätzung | Estimation |
Extent: | 30 S. graph. Darst. |
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Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9319 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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