IMPROVING HEDGING PERFORMANCE USING INTEREST-RATE FUTURES

被引：22

作者：

KOLB, RW

CHIANG, R

机构：

[1] EMORY UNIV, ATLANTA, GA 30322 USA

[2] UNIV FLORIDA, GAINESVILLE, FL 32611 USA

来源：

关键词：

D O I：

10.2307/3665221

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：72 / 79

页数：8

共 15 条

[1]

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[2]

BIERWAG GO, 1978, J FINANCIAL QUAN NOV, P671

[3]

*CHIC BOARD TRAD, 1977, HEDG INT RAT RISKS

[4]

*CHIC BOARD TRAD, 1978, INT INT RAT FUT MARK

[5]

*CHIC INT MON MARK, 1977, TREAS BILL FUT

[6]

COX J, 1980, REEXAMINATION TRADIT

[7]

Cox John C, 1978, THEORY TERM STRUCTUR

[8] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

[9]

Feller W, 1971, INTRO PROBABILITY TH

[10] DURATION 40 YEARS LATER [J].

INGERSOLL, JE ;

SKELTON, J ;

WEIL, RL .