HEDGING FOREIGN-EXCHANGE RISK WITH CURRENCY FUTURES - PORTFOLIO EFFECTS

被引：5

|

作者：

LYPNY, GL ^{[1
]}

机构：

[1] UNIV TORONTO,FAC MANAGEMENT STUDIES,TORONTO M5S 1A1,ONTARIO,CANADA

来源：

JOURNAL OF FUTURES MARKETS | 1988年 / 8卷 / 06期

关键词：

D O I：

10.1002/fut.3990080605

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：703 / 715

页数：13

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