Volume 12; Issue 1

Journal of Futures Markets

Volume 12; Issue 1
1

Masthead

Year:
1992
Language:
english
File:
PDF, 130 KB
english, 1992
2

The profitability of volatility spreads around information releases

Year:
1992
Language:
english
File:
PDF, 589 KB
english, 1992
3

The significance of hedging capital requirements

Year:
1992
Language:
english
File:
PDF, 456 KB
english, 1992
4

Application of mean-variance analysis to broad-based futures contracts

Year:
1992
Language:
english
File:
PDF, 818 KB
english, 1992
5

Minimum variance hedge ratios for stock index futures: Duration and expiration effects

Year:
1992
Language:
english
File:
PDF, 946 KB
english, 1992
6

Hedge ratios under inherent risk reduction in a commodity complex: An interpretation

Year:
1992
Language:
english
File:
PDF, 253 KB
english, 1992
8

Is normal backwardation normal?

Year:
1992
Language:
english
File:
PDF, 998 KB
english, 1992
10

Optimal futures positions for life insurance companies

Year:
1992
Language:
english
File:
PDF, 650 KB
english, 1992
11

Futures Bibliography

Year:
1992
Language:
english
File:
PDF, 338 KB
english, 1992