Stock index futures : the case for markets in baskets of securities

Name

stockindexfuture00coop.pdf

Size

1.16 MB

Format

Adobe PDF

Checksum (MD5)

17201ae86aaa455c178a55403ebd1b13

Author(s)

Cooper, Ian.

•

Mello, Antnio Sampaio

Date Issued

1989]

Publisher

Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3051-89.

Description

"First draft: May 1986. Revised: December 1988."

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