MINIMUM-VARIANCE HEDGING WITH FUTURES REVISITED

[1] CASTELINO M, 1990, IN PRESS J QUANTITAT

[2] BASIS VOLATILITY - IMPLICATIONS FOR HEDGING [J]. JOURNAL OF FINANCIAL RESEARCH, 1989, 12 (02) : 157 - 172

[3] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 157 - 170

[4] FIGLEWSKI S, 1986, HEDGING FINANCIAL FU

[5] JOHNSON L, 1960, REV ECON STUD, V27, P139

[6] PITTS M, 1990, INTEREST RATE FUTURE, pCH9

[7] TOEVS A, 1987, HDB FIXED INCOME SEC, P918

[8] WORKING H, 1953, J FARM ECON, V35, P544

[9] Working H, 1953, AM ECON REV, V43, P314

[1] CASTELINO M, 1990, IN PRESS J QUANTITAT

[2] BASIS VOLATILITY - IMPLICATIONS FOR HEDGING [J]. JOURNAL OF FINANCIAL RESEARCH, 1989, 12 (02) : 157 - 172

[3] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 157 - 170

[4] FIGLEWSKI S, 1986, HEDGING FINANCIAL FU

[5] JOHNSON L, 1960, REV ECON STUD, V27, P139

[6] PITTS M, 1990, INTEREST RATE FUTURE, pCH9

[7] TOEVS A, 1987, HDB FIXED INCOME SEC, P918

[8] WORKING H, 1953, J FARM ECON, V35, P544

[9] Working H, 1953, AM ECON REV, V43, P314