OPTIMAL CROSS-HEDGE PORTFOLIOS FOR HEDGING STOCK INDEX OPTIONS

被引：2
|
作者：
ALDERSON, MJ [1 ]
ZIVNEY, TL [1 ]
机构：
[1] UNIV TENNESSEE,BUSINESS,CHATTANOOGA,TN 37401
来源：
JOURNAL OF FUTURES MARKETS | 1989年 / 9卷 / 01期
关键词：
D O I：
10.1002/fut.3990090107
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：67 / 75
页数：9
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