多谢,如下,均是JFM的
1.
【题 名】: The risk management effectiveness of multivariate hedging models in the U.S. soy complex
.
【作 者】: Robert A. Collins Naumes Family
【期刊、会议、单位名称】:Journal of Futures Markets
【年, 卷(期), 起止页码】: 21 JAN 2000.
【全文链接】:
http://onlinelibrary.wiley.com/doi/10.1002/(SICI)1096-9934(200002)20:2%3C189::AID-FUT5%3E3.0.CO;2-V/abstract
2.
【题 名】: Dealing with downside risk in a multi-commodity setting: A case for a “Texas hedge”?
.
【作 者】: Gabriel J. Power, Dmitry Vedenov
【期刊、会议、单位名称】:Journal of Futures Markets
【年, 卷(期), 起止页码】: JUL 2009
【全文链接】:
http://onlinelibrary.wiley.com/doi/10.1002/fut.20411/abstract