1【作者(必填)】 Mary Lindah

【文题(必填)】 Minimum variance hedge ratios for stock index futures: Duration and expiration effects

【年份(必填)】 Journal of Futures Markets. Volume 12, Issue 1, pages 33–53, February 1992

【全文链接或数据库名称(选填)】 http://onlinelibrary.wiley.com/doi/10.1002/fut.3990120105/abstract