1、

【篇名】A MULTIVARIATE ANALYSIS OF THECROSS-HEDGING PERFORMANCE OF T-BOND AND GNMA FUTURES MARKETS

【作者】Shantaram P. Hegde  and Kenneth P. Jr. Nunn

【链接】http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6288.1985.tb00173.x/abstract

2、

【篇名】Hedging Interest Rate Risk with FuturesPortfolios Under Full-Rank Assumptions

【作者】Jimmy E. Hilliard and Susan D. Jordan

【链接】

http://www.jstor.org/stable/10.2307/2330773?Search=yes&resultItemClick=true&searchText=hedging&searchText=T-bond&searchText=futures&searchUri=%2Faction%2FdoBasicSearch%3FQuery%3Dhedging%2B%2BT-bond%2Bfutures%26amp%3Bacc%3Don%26amp%3Bwc%3Don%26amp%3Bfc%3Doff

3、

【篇名】Financial Futures Hedging Via GoalProgramming

【作者】Ramesh Sharda and Kathryn D. Musser

【链接】

http://www.jstor.org/stable/10.2307/2631658?Search=yes&resultItemClick=true&searchText=hedging&searchText=T-bond&searchText=futures&searchUri=%2Faction%2FdoBasicSearch%3FQuery%3Dhedging%2B%2BT-bond%2Bfutures%26amp%3Bacc%3Don%26amp%3Bwc%3Don%26amp%3Bfc%3Doff