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Multiperiod hedging using futures: A risk minimization approach in the presence of autocorrelation
Author(s) -
Howard Charles T.,
D'Antonio Louis J.
Publication year - 1991
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.3990110605
Subject(s) - futures contract , citation , associate editor , library science , economics , computer science , finance
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