STABLE-DISTRIBUTIONS, FUTURES PRICES, AND THE MEASUREMENT OF TRADING PERFORMANCE - A COMMENT

被引：4

作者：

DOUKAS, J

RAHMAN, A

机构：

来源：

关键词：

D O I：

10.1002/fut.3990060314

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：505 / 506

页数：2

共 8 条

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ROLL, R .

[5]

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[6]

Leamer E.E., 1985, AM EC REV

[7]

MILONAS N, 1984, THESIS CITY U NEW YO

[8]

SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41