Minimum variance hedge ratios on the Sydney Futures Exchange
By: by D.E. Allen, G. MacDonald & N. Souness
Contributors: MacDonald, Garry; Souness, N.
Series: Working paper -- 96.6; School of Finance and Business Economics working paper series -- working paper 96.4
Publisher: Edith Cowan University, Faculty of Business, School of Economics and Finance
Published: 1996
Place of publication: Perth, W.A
Language: eng
Number of pages: 15
Subjects: Prices; Financial futures; Stock exchanges; Hedging (Finance); Mathematical models; Stocks
Notes: "November 1996."

Includes bibliographical references (leaves 14-15).