Journal of Financial and Quantitative Analysis Vol. 24 No. 2 1989
Hedging Interest Rate Risk with Futures Portfolios Under Full-Rank Assumptions
Abstract
Jimmy E. Hilliard, Susan D. Jordan, Hedging Interest Rate Risk with Futures Portfolios Under Full-Rank Assumptions, The Journal of Financial and Quantitative Analysis, Vol. 24, No. 2 (Jun., 1989), pp. 217-240
- DOI
- 10.2307/2330773
- Volume
- 24
- Issue
- 2
- Pages
- 217
- Sources
- crossref openalex