Pricing futures and portfolio applications
Year of publication: |
2005
|
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Authors: | Fabozzi, Frank J. ; Pitts, Mark ; Collins, Bruce M. |
Published in: |
The handbook of fixed income securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-144099-2. - 2005, p. 1187-1200
|
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | CAPM | Hedging | Theorie | Theory |
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