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Evaluating the performance of stock portfolios with index futures contracts

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  • Robert Brooks
  • John Hand

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  • Robert Brooks & John Hand, 1988. "Evaluating the performance of stock portfolios with index futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(1), pages 33-46, February.
    • Handle: RePEc:wly:jfutmk:v:8:y:1988:i:1:p:33-46
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    Cited by:

    1. Deepika Krishnan & Raju G, 2018. "Performance Analysis of Volatile Strategy under Indian Options Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 9(1), pages 87-94, January.

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