Publication Date

1-1-1982

Abstract

Futures in a stock index offer investors an important complement to the risk and return expectations of the basic portfolio.

Document Type

Article

Keywords

securities, portfolios, futures, Sharpe measure of efficiency

Disciplines

Business

Part of

article

Extent

19 pages

Format

.pdf

Rights

The files in this collection are protected by copyright law. No commercial reproduction or distribution of these files is permitted without the written permission of Southern Methodist University, Cox Business School. These files may be freely used for educational purposes, provided they are not altered in any way, and Southern Methodist University is cited. For more information, contact ncds@smu.edu.

Language

English

Included in

Business Commons

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