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

页码：67 / 75

页数：9

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