Portfolio insurance with stock index futures
By: John J. Merrick, Jr
Series: Working paper / Federal Reserve Bank of Philadelphia -- no. 87- 13
Publisher: Federal Reserve Bank of Philadelphia
Published: 1987
Place of publication: [Philadelphia]
Language: eng
Number of pages: 34
Subjects: Stock index futures; Hedging (Finance); Portfolio management
Notes: "August 1987."

Bibliography: p. 27