Hedging interest rate risk with futures portfolios under full-rank assumptions
Year of publication: |
1989
|
---|---|
Authors: | Hilliard, Jimmy E. |
Other Persons: | Jordan, Susan D. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 2, p. 217-240
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Derivat | Derivative | Theorie | Theory |
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