A REFORMULATION OF THE PORTFOLIO MODEL OF HEDGING

被引：22

作者：

BROWN, SL

机构：

来源：

关键词：

D O I：

10.2307/1241069

中图分类号：

F3 [农业经济];

学科分类号：

0202 ; 020205 ; 1203 ;

摘要：

引用

页码：508 / 512

页数：5

共 15 条

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[5]

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[6] THE HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS - COMMENT [J].

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[7]

HEIFNER RG, 1973, USDA238 AGR EC REP

[8] A NOTE ON THE HEDGING EFFECTIVENESS OF FOREIGN-CURRENCY FUTURES [J].

HILL, J ;

SCHNEEWEIS, T .

[9]

Johnson L.L., 1960, Review ofEconomic Studies, V27, P139

[10]

Markovitz H., 1959, Portfolio selection: efficient diversification of investments