Browsing The Economic and Social Review, Vol. 21, No. 4, July, 1990 by Subject "long gilt fures"
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Hedging with the IFOX Long Gilt Future: A note
(Economic & Social StudiesDublin, 1990)Traditional theory emphasises the risk avoidance potential of futures. An alternative hypothesis (Working's hypotheses) emphasised expected profit maximisation. Portfolio theory is a combination of the first two hypothesis, ...