OPTIMAL HEDGING IN THE FUTURES MARKET UNDER PRICE UNCERTAINTY

被引：45

作者：

BENNINGA, S

ELDOR, R

ZILCHA, I

机构：

来源：

关键词：

D O I：

10.1016/0165-1765(83)90076-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：141 / 145

页数：5

共 8 条

[1] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

[2]

JOHNSON L, 1960, REV ECON STUD, V27, P139

[3]

KENDALL DL, 1980, INT FUTURES TRADING, V7, P106

[4] FRAMEWORK FOR COMPARING EFFICIENCY OF FUTURES MARKETS [J].

KOFI, TA .

ROLFO, J .

TOMEK, WG ;

GRAY, RW .

[7]

WARD RW, 1977, AM J AGR EC, V59, P72

[8] THEORY OF THE INVERSE CARRYING CHARGE IN FUTURES MARKETS [J].

Working, Holbrook .

JOURNAL OF FARM ECONOMICS, 1948, 30 (01) :1-28