THE OPTIMAL HEDGE RATIO IN UNBIASED FUTURES MARKETS

被引：73

作者：

BENNINGA, S ^{[1
]}

ELDOR, R ^{[1
]}

ZILCHA, I ^{[1
]}

机构：

[1] TEL AVIV UNIV,IL-69978 TEL AVIV,ISRAEL

来源：

JOURNAL OF FUTURES MARKETS | 1984年 / 4卷 / 02期

关键词：

D O I：

10.1002/fut.3990040206

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：155 / 159

页数：5

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