Hedging long-term exposures with multiple short-term futures contracts
Year of publication: |
1999
|
---|---|
Authors: | Neuberger, Anthony |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 12.1999, 2, p. 429-459
|
Subject: | Hedging | Rohstoffderivat | Commodity derivative | Fälligkeit | Maturity | Theorie | Theory | Erdöl | Petroleum | USA | United States | 1986-1994 |
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