ON THE PRICING OF STOCK INDEX FUTURES

被引:6
|
作者
MODEST, DM [1 ]
机构
[1] STANFORD UNIV,GRAD SCH BUSINESS,STANFORD,CA 94305
来源
JOURNAL OF PORTFOLIO MANAGEMENT | 1984年 / 10卷 / 04期
关键词
D O I
10.3905/jpm.1984.408973
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:51 / 57
页数:7
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