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A PORTFOLIO ANALYSIS OF STRADDLE OPERATIONS IN THE FUTURES MARKETS: AN APPLICATION OF THE EXPECTED RETURNS‐VARIANCE OF RETURNS HYPOTHESIS *
Author(s) -
Schrock Nicholas W.
Publication year - 1969
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1969.tb00378.x
Subject(s) - straddle , futures contract , portfolio , modern portfolio theory , citation , variance (accounting) , computer science , econometrics , financial economics , library science , mathematics , economics , accounting