𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Structurally and functionally sound

✍ Scribed by J. Prosser

Book ID
114173640
Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
146 KB
Volume
4
Category
Article
ISSN
0168-9525

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Structurally sound dynamic index futures
Structurally sound dynamic index futures hedging
✍ Paul Kofman; Patrick McGlenchy πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 379 KB

## Abstract Portfolio managers use index futures for a variety of reasons. Regardless of their motivation, they will keep a close eye on the relation between the index futures returns and their stock‐portfolio returns. Whenever this relation is perceived to have changed, the manager will decide whe