Systematic risk, dividend yield and the hedging performance of stock index futures
| Year of publication: |
1987
|
|---|---|
| Authors: | Jennings, Robert ; Graham, David |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 7.1987, 1, p. 1-13
|
| Publisher: |
John Wiley & Sons, Ltd. |