OPTIMAL WEIGHTS AND INTERNATIONAL PORTFOLIO HEDGING WITH UNITED-STATES DOLLAR INDEX FUTURES - AN EMPIRICAL-INVESTIGATION

被引：1

作者：

KRULL, S

RAI, A

机构：

[1] Hofstra University, Hempstead, New York

[2] Hofstra University, Hempstead, New York

来源：

JOURNAL OF FUTURES MARKETS | 1992年 / 12卷 / 05期

关键词：

D O I：

10.1002/fut.3990120506

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：549 / 562

页数：14

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