A note: Debunking the myth of the risk‐free return
- 1 June 1987
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 7 (3) , 327-331
- https://doi.org/10.1002/fut.3990070308
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Hedging with stock index futures: Theory and application in a new marketJournal of Futures Markets, 1985
- Hedging Performance and Basis Risk in Stock Index FuturesThe Journal of Finance, 1984
- Explaining the Early Discounts on Stock Index Futures: The Case for DisequilibriumCFA Magazine, 1984
- Cash‐and‐carry trading and the pricing of treasury bill futuresJournal of Futures Markets, 1984
- The relationship between spot and futures prices in stock index futures markets: Some preliminary evidenceJournal of Futures Markets, 1983
- The pricing of stock index futuresJournal of Futures Markets, 1983