HEDGING AND JOINT PRODUCTION - THEORY AND ILLUSTRATIONS

被引：76

作者：

ANDERSON, RW ^{[1
]}

DANTHINE, JP ^{[1
]}

机构：

[1] UNIV LAUSANNE,CH-1000 LAUSANNE,SWITZERLAND

来源：

关键词：

D O I：

10.2307/2327409

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：487 / 498

页数：12

共 13 条

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[2]

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[3]

AYRES HR, 1979, FINANCIAL ANAL J MAY, P31

[4]

Cox John C, 1978, THEORY TERM STRUCTUR

[5]

HIERONYMUS T, 1971, EC COMMODITY FUTURES

[6]

JOHNSON LL, 1960, REV EC STUDIES, V74, P139

[7] EFFICIENCY OF THE TREASURY BILL FUTURES MARKET [J].

RENDLEMAN, RJ ;

CARABINI, CE .

[8] ARBITRAGE MODEL OF THE TERM STRUCTURE OF INTEREST-RATES [J].

RICHARD, SF .

[9]

ROLFO J, UNPUBLISHED

[10]

Scheffe H., 1999, ANAL VARIANCE, V72