Measuring hedging effectiveness in a traditional one-periodic portfolio framework
Østein Gjerde
| Year of publication: |
1987
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|---|---|
| Authors: | Gjerde, Østein |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 7.1987, 6, p. 663-674
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| Subject: | Terminhandel | Portfolio-Theorie | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003559751