HEDGING WITH FUTURES IN AN INTERTEMPORAL PORTFOLIO CONTEXT

被引:24
|
作者
ADLER, M [1 ]
DETEMPLE, J [1 ]
机构
[1] COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
关键词
D O I
10.1002/fut.3990080302
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:249 / 269
页数:21
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