Optimal versus naive buy-hedging with T-bill futures
Terry S. Maness
| Year of publication: |
1981
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|---|---|
| Authors: | Maness, Terry S. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 1.1981, 3, p. 393-403
|
| Subject: | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Hedging | Theorie | Theory | USA | United States | 1976-1979 |
| 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/10001081057