However, no one has examined these three issues together with respect to one specific futures contract. From the perspective of a hedger, all three topics are highly integrated and quite important in deciding how to set up an effective hedge. A hedger considering the use of the portfolio model is c
β¦ LIBER β¦
A multiperiod model for the selection of a futures portfolio
β Scribed by John F. Marshall; Anthony F. Herbst
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 1009 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
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