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Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market

L. C. G. Rogers

Publication Data

Title Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Author L. C. G. Rogers
Contributors S. Satchell, Youngjun Yoon, Youngjun Yoon
Publisher University of Cambridge, Dept. of Applied Economics
Publication date 1993
Publication location Cambridge
Language English

Topics

Hedging (Finance)
Securities :: Great Britain :: Econometric models

Catalogue Data

OBNB ID GB9443097
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.632015195

ISBD

P1053 30 p.
P1042 Includes bibliographical references.

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Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market by L. C. G. Rogers. Published by University of Cambridge, Dept. of Applied Economics in 1993. Publication and catalogue information, links to buy online and reader comments.