Multiperiod hedging with futures contracts

Journal of Futures Markets

Volumn 22, Issue 12, 2002, Pages 1179-1203

  Low, Aaron ^b   Muthuswamy, Jayaram ^c   Sakar, Sudipto ^d   Terry, Eric ^a  

^a CENTRAL CONNECTICUT STATE UNIVERSITY   (United States)

^b Dresdner RCM Global Investors   (Singapore)

^c UNIVERSITY OF SYDNEY   (Australia)

^d MCMASTER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036401511     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10035     Document Type: Review

References (25)

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