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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