Effectiveness of minimum-variance hedging - The impact of electronic trading and exchange-traded funds.

被引：45

作者：

Alexander, Carol ^{[1
]}

Barbosa, Andreza ^{[1
]}

机构：

[1] Univ Reading, ICMA Ctr, Reading, Berks, England

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 2007年 / 33卷 / 02期

关键词：

D O I：

10.3905/jpm.2007.674793

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：46 / 59

页数：14

共 69 条

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