Optimal hedging with futures contracts: The case for fixed‐income portfolios
| Year of publication: |
1992
|
|---|---|
| Authors: | Briys, Eric ; Pieptea, Dan |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 12.1992, 6, p. 693-703
|
| Publisher: |
John Wiley & Sons, Ltd. |