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Application of mean‐variance analysis to broad‐based futures contracts
Author(s) -
Lien DaHsiang Donald
Publication year - 1992
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.3990120104
Subject(s) - futures contract , lien , variance (accounting) , economics , mathematical economics , econometrics , financial economics , sociology , finance , accounting