Work

Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects

Year: 1984

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1984.tb04924.x

Author: JIMMY E. HILLIARD

Institution: University of Georgia

Language: English

Topic: Risk Management in Financial Firms

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1979306240

FWCI: 9.595

Cites: 31

Cited by: 29

Related to: 10