✦ LIBER ✦

Systematic risk and returns to stock index futures contracts: International evidence

✍ Scribed by Antonios Antoniou; Phil Holmes

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 790 KB
Volume: 14
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990140703

No coin nor oath required. For personal study only.

✦ Synopsis

With the advent of futures contracts on stock indexes, active and offensively minded portfolio risk management, in its broadest sense, became practicable. In effect, the risk manager and the individual investor gained We are grateful to Ian Garrett, Andrew Foster, and Jonty Rougier for helpful comments and discussions. We are also grateful to two anonymous referees and the editor, Mark J. Powers, for extremely helpful comments and suggestions. The usual disclaimer applies.

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