Hedging performance and basis risk in stock index futures
Year of publication: |
1984
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Authors: | Figlewski, Stephen |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 39.1984, 3, p. 657-669
|
Subject: | Börsentermingeschäft | Kapitalanlage Portefeuilleplanung |
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