Hedging interest rate risk with futures portfolios under full-rank assumptions
Jimmy E. Hilliard and Susan D. Jordan
| Year of publication: |
1989
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|---|---|
| Authors: | Hilliard, Jimmy E. |
| Other Persons: | Jordan, Susan D. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 2, p. 217-240
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| Subject: | Portfolio-Management | Portfolio selection | Hedging | Derivat | Derivative | 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/10001067211