Multiperiod hedging using futures : a risk minimization approach in the presence of autocorrelation
Charles T. Howard ; Louis J. D'Antonio
| Year of publication: |
1991
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|---|---|
| Authors: | Howard, Charles T. |
| Other Persons: | D'Antonio, Louis J. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 6, p. 697-710
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| Subject: | Derivat | Derivative | Hedging | Schätztheorie | Estimation theory | 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/10001116056