A note on the length effect of futures hedging

Authors
Lien, D Tse, YK
Citation
D. Lien et Yk. Tse, A note on the length effect of futures hedging, ADV INV AN, 7, 2000, pp. 131-143
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOL 7 → ACNP
Volume
7
Year of publication
2000
Pages
131 - 143
Database
ISI
SICI code