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Portfolio insurance with stock index futures
Author(s) -
Merrick John J.
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.3990080405
Subject(s) - futures contract , portfolio , portfolio insurance , index (typography) , economics , citation , financial economics , actuarial science , political science , replicating portfolio , law , computer science , portfolio optimization , world wide web
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