Hedging long-term exposures with multiple short-term futures contracts

Review of Financial Studies

Volumn 12, Issue 3, 1999, Pages 429-459

  Neuberger, Anthony ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041035177     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/revfin/12.3.0429     Document Type: Article

References (16)

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