A CAPM-based analysis of stock index futures : this is primarily for investors who hope to use futures to make money rather than as hedges to reduce risk
N. Gressis, G. Vlahos, and G. C. Phillipatos
| Year of publication: |
1986
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|---|---|
| Authors: | Gressis, Nicolas |
| Other Persons: | Vlahos, George (contributor) ; Phillipatos, George C. (contributor) |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 10.1986, 3, p. 47-52
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| Subject: | Index-Futures | Index futures | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001114340