A Portfolio Analysis of Straddle Operations in the Futures Markets: An Application of the Expected Returns-Variance of Returns Hypothesis
Journal of Finance
1969
Nicholas W. Schrock, A Portfolio Analysis of Straddle Operations in the Futures Markets: An Application of the Expected Returns-Variance of Returns Hypothesis, The Journal of Finance, Vol. 24, No. 3 (Jun., 1969), pp. 547-548
- DOI
- 10.2307/2325358
- Volume
- 24 (3)
- Pages
- 547
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