HEDGING WITH STOCK INDEX FUTURES - THEORY AND APPLICATION IN A NEW MARKET

被引：48

作者：

FIGLEWSKI, S

机构：

来源：

关键词：

D O I：

10.1002/fut.3990050204

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：183 / 199

页数：17

共 11 条

[1]

ANDERSON R, 1981, J POLITICAL EC DEC, P1182

[2]

*CHIC MERC EXCH, 1982, INS S P 500 STOCK IN

[3] TAXES AND THE PRICING OF STOCK INDEX FUTURES [J].

CORNELL, B ;

FRENCH, KR .

[4]

EDERINGTON L, 1979, J FINANC, P157

[5]

FIGLEWSKI S, 1984, FINANCIAL ANAL J JUL, P43

[6]

FIGLEWSKI S, 1982, FINANCIAL ANAL J JAN, P3

[7]

FIGLEWSKI S, 1984, J FINANCE JUL, P657

[8]

HANSON N, 1982, FUTURES CONTRACTS ST

[9]

JONES F, 1982, NEW YORK STOCK EXCHA

[10]

*KANS CIT BOARD TR, 1982, VAL LIN COMP AV IND