TREASURY BILL FUTURES AS A HEDGING TOOL - A RISK-RETURN APPROACH

被引：6

|

作者：

HOWARD, CT

DANTONIO, LJ

机构：

来源：

JOURNAL OF FINANCIAL RESEARCH | 1986年 / 9卷 / 01期

关键词：

D O I：

10.1111/j.1475-6803.1986.tb00433.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：25 / 39

页数：15

相关论文

共 50 条

[1] RISK-RETURN HEDGING EFFECTIVENESS MEASURES FOR STOCK INDEX FUTURES
LINDAHL, M
[J]. JOURNAL OF FUTURES MARKETS, 1991, 11 (04) : 399 - 409
[2] CROSS HEDGING CDS WITH TREASURY BILL FUTURES
SENCHACK, AJ
EASTERWOOD, JC
[J]. JOURNAL OF FUTURES MARKETS, 1983, 3 (04) : 429 - 438
[3] USEFULNESS OF TREASURY BILL FUTURES AS HEDGING INSTRUMENTS
CICCHETTI, P
DALE, C
VIGNOLA, AJ
[J]. JOURNAL OF FUTURES MARKETS, 1981, 1 (03) : 379 - 387
[4] USEFULNESS OF TREASURY BILL FUTURES AS HEDGING INSTRUMENTS - COMMENT
DEW, JK
[J]. JOURNAL OF FUTURES MARKETS, 1981, 1 (03) : 389 - 391
[5] USEFULNESS OF TREASURY BILL FUTURES AS HEDGING INSTRUMENTS - COMMENT
GOLDENBERG, DH
[J]. JOURNAL OF FUTURES MARKETS, 1983, 3 (02) : 225 - 226
[6] HEDGING MONEY MARKET CDS WITH TREASURY BILL FUTURES
PARKER, JW
DAIGLER, RT
[J]. JOURNAL OF FUTURES MARKETS, 1981, 1 (04) : 597 - 606
[7] A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS
HOWARD, CT
DANTONIO, LJ
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (01) : 101 - 112
[8] A RISK-RETURN MEASURE OF HEDGING EFFECTIVENESS - A COMMENT
CHANG, JSK
SHANKER, L
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (03) : 373 - 376
[9] A note on a risk-return measure of hedging effectiveness
Satyanarayan, S
[J]. JOURNAL OF FUTURES MARKETS, 1998, 18 (07) : 867 - 870
[10] An optimal combination of risk-return and naive hedging
Chiu, Wan-Yi
[J]. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2015, 29 (03) : 656 - 676

← 1 2 3 4 5 →