Risk premia and the variation of stock index futures
Year of publication: |
1986
|
---|---|
Authors: | Scott, Louis O. |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 215-234
|
Subject: | CAPM | Index-Futures | Index futures | Risikoprämie | Risk premium | USA | United States | 1982-1985 |
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