Potential rewards from path-dependent index arbitrage with S&P 500 futures
Gregory Habeeb ; Joanne M. Hill ; Amaury J. Rzad
| Year of publication: |
1992
|
|---|---|
| Authors: | Habeeb, Gregory |
| Other Persons: | Hill, Joanne M. (contributor) ; Rzad, Amaury J. (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 10.1992, 1, p. 180-203
|
| Subject: | Arbitrage | Derivat | Derivative | Index-Futures | Index futures | USA | United States | 1987-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Kommentare S. 204 - 206 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001132149