Hedging against specific price index inflation with an optimized futures portfolio
By: by Anthony F. Herbst.
Series: Working paper series -- CSFM-73; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-73.
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1984
Place of publication: New York, N.Y
Language: eng
Number of pages: 26
Subjects: Commodity exchanges.; Hedging (Finance); Price indexes.; Inflation (Finance)
Notes: "April 1984."

Bibliography: p. 25-26.