Journal of Futures Markets · 1986 · 51 citations · 20 references
BusinessFinanceFinancial ManagementFinancial EconomicsInternational FinanceQuantitative FinanceCurrency DerivativesForeign Exchange ManagementForeign Exchange MarketsForeign Exchange RiskHedgingOption PricingCurrency HedgingForeign Exchange Risk HedgingFutures Hedging EffectivenessHedging EffectsHedging Foreign Exchange Risk
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The Pricing of Options and Corporate Liabilities
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Modern Portfolio Theory and Investment Analysis.
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The pricing of commodity contracts
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The Hedging Performance of the New Futures Markets
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