Estimation of the optimal futures hedge
Stephen G. Cecchetti, Robert E. Cumby, and Stephen Figlewski
| Year of publication: |
1986
|
|---|---|
| Authors: | Cecchetti, Stephen G. ; Cumby, Robert ; Figlewski, Stephen |
| Publisher: |
Kansas City |
| Subject: | Hedging | Derivat | Derivative | Theorie | Theory | Futures |
| Extent: | 28 Bl |
|---|---|
| Series: | Research working papers / Research Division, Federal Reserve Bank of Kansas City. - Kansas City, Mo., ZDB-ID 2123758-X. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000731985