Journal of Futures Markets


ISSN: 0270-7314        年代:1987
当前卷期:Volume 7  issue 1     [ 查看所有卷期 ]

年代:1987
 
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1. Systematic risk, dividend yield and the hedging performance of stock index futures
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  1-13

Robert Jennings,   David Graham,  

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2. Marking‐to‐market, stochastic interest rates and discounts on stock index futures
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  15-20

Jack S. K. Chang,   Jean C. H. Loo,  

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3. An application of arbitrage pricing theory to futures markets: Tests of normal backwardation
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  21-34

Michael C. Ehrhardt,   James V. Jordan,   Ralph A. Walkling,  

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4. Hedging interest rate risk in banking
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  35-47

David R. Goldfarb,  

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5. Option expirations and treasury bond futures prices
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  49-64

Anand K. Bhattacharya,  

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6. Application of a simplified hedging rule
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  65-72

Gary E. Bond,   Stanley R. Thompson,   Benny M. S. Lee,  

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7. Factors affecting agricultural futures price variance
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  73-91

David Kenyon,   Kenneth Kling,   Jim Jordan,   William Seale,   Nancy McCabe,  

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8. Funds protections: An overview of what happens when a commodity broker becomes insolvent
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  93-101

William F. Tueting,   Christopher Q. King,  

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9. Stable distributions, futures prices, and the measurement of trading performance: A reply
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  103-107

J. Austin Murphy,  

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10. Legal and regulatory developments. The exchange‐trading requirement of the commodity exchange act
  Journal of Futures Markets,   Volume  7,   Issue  1,   1987,   Page  109-110

Frederick L. White,  

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