Review of Financial Studies Vol. 12 No. 3 1999
Hedging long-term exposures with multiple short-term futures contracts
Abstract
Journal Article Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts Get access Anthony Neuberger Anthony Neuberger London Business School Address correspondence to Anthony Neuberger, London Business School, Sussex Place, Regents Park, London NW1 4SA, UK, or e-mail: [email protected]. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 12, Issue 3, July 1999, Pages 429–459, https://doi.org/10.1093/revfin/12.3.0429 Published: 01 June 2015
- DOI
- 10.1093/rfs/12.3.429
- Volume
- 12
- Issue
- 3
- Pages
- 429-459
- Sources
- openalex crossref