✦ LIBER ✦
Optimal hedging with futures contracts: The case for fixed-income portfolios
✍ Scribed by Eric Briys; Dan Pieptea
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 652 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
✦ Synopsis
The authors are grateful to Bernard Dumas and the anonymous referees for helpful comments and suggestions. Any remaining errors are the authors' responsibility.
'Important studies advancing methods accepted by practitioners include