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Evaluating the performance of stock portfolios with index futures contracts
Author(s) -
Brooks Robert,
Hand John
Publication year - 1988
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990080104
Subject(s) - futures contract , portfolio , stock index futures , financial economics , economics , index (typography) , discounted cash flow , interest rate , actuarial science , stock market index , cash flow , stock market , finance , computer science , paleontology , horse , world wide web , biology
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