A Goal Programming Approach for Hedging a Portfolio with Financial Futures: An Empirical Test

Book

John Wingender and Ramesh Sharda

01/01/1995

Abstract

Banks, Depository Institutions, Micro Finance Institutions, Mortgages (G21)

Contingent Pricing, Futures Pricing, option pricing (G13)

Hedging

Northern America

Optimization Techniques, Programming Models, Dynamic Analysis (C61)

Portfolio

Portfolio Choice, Investment Decisions (G11)

Programming

U.S

2 Record Views

Title: A Goal Programming Approach for Hedging a Portfolio with Financial Futures: An Empirical Test
Creators: John Wingender
Ramesh Sharda
Contributors: John B Guerard (Editor)
Kenneth D Lawrence (Editor)
Gary R Reeves (Editor)
Identifiers: 9781559387248; 1559387246; 991005972531902656
Academic Unit: Economics and Finance
Language: English
Resource Type: Book