Hedging with futures in an intertemporal portfolio context
By: by Michael Adler and Jérôme Detemple
Contributors: Detemple, Jérôme; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-140; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-140
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 41
Notes: Bibliography: p. 28-29.