Futures markets : the maturity effect on risk and return

Author(s)

• Castelino, Mark G.

Bibliographic Information

Futures markets : the maturity effect on risk and return

by Mark G. Castelino

University Microfilms International, c1981

Note

Facsim. Reprint of the author's thesis (Ph.D.)--City University of New York, 1981

Order no. 8203271

Bibliography: p. 91-94

• NCID: BB09136669
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Ann Arbor, Mich.
• Pages/Volumes: x, 94 p.
• Size: 22 cm
• Subject Headings:
  • LCSH : Hedging (Finance) -- Mathematical models
  • LCSH : Foreign exchange futures -- Mathematical models