THE HEDGING EFFECTIVENESS OF OPTIONS AND FUTURES - A MEAN-GINI APPROACH

被引：32

作者：

CHEUNG, CS ^{[1
]}

KWAN, CCY ^{[1
]}

YIP, PCY ^{[1
]}

机构：

[1] MCMASTER UNIV,DEPT MATH & STAT,HAMILTON L8S 4L8,ONTARIO,CANADA

来源：

JOURNAL OF FUTURES MARKETS | 1990年 / 10卷 / 01期

关键词：

D O I：

10.1002/fut.3990100106

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：61 / 73

页数：13

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