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Margins and futures contracts
Telser, Lester G. - In: The journal of futures markets 1 (1981) 2, pp. 225-253
Persistent link: https://www.econbiz.de/10003693194
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Portfolio insurance trading rules
Bookstaber, Richard; Langsam, Joseph A. - In: The journal of futures markets 8 (1988) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
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A reformulation of the portfolio model of hedging
Brown, Stewart L. - In: American journal of agricultural economics 67 (1985) 3, pp. 508-512
Persistent link: https://www.econbiz.de/10003503493
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Der 19. [neunzehnte] Oktober 1987, Terminmärkte, Programmhandel und Portofolio-Versicherung
Baratta, Johannes; Wummel, Dirk - In: Die Bank (1988) 3, pp. 141-148
Persistent link: https://www.econbiz.de/10003481283
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Subjective stochastic dominance, put writing, and sttock purchases with extensions to option pricing and portfolio composition
Henin, Claude G.; Rentz, William F. - In: Management science : journal of the Institute for … 31 (1985) 8, pp. 919-927
Persistent link: https://www.econbiz.de/10003575977
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Measuring hedging effectiveness in a traditional one-periodic portfolio framework
Gjerde, Østein - In: The journal of futures markets 7 (1987) 6, pp. 663-674
Persistent link: https://www.econbiz.de/10003559751
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A market index future contract and portfolio selection
Grant, Dwight - In: Journal of economics & business 34 (1982) 4, pp. 387-390
Persistent link: https://www.econbiz.de/10003562724
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Termiinimarkkinoiden käyttäytyminen ja valuuttaspekulaatiot vuonna 1986
Hämäläinen, Timo J. - 1987
Persistent link: https://www.econbiz.de/10003567622
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Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence
Kobold, Klaus - 1986
Persistent link: https://www.econbiz.de/10010518377