题目：Synthetic and Enhanced Index Strategies Using Futures on U.S. Indexes
作者：Joanne M . Hill and Humza Naviwala
期刊：The Journal of Portfolio Management，May 1999, Vol. 25, No. 5: pp. 61-74
链接：http://www.iijournals.com/doi/abs/10.3905/jpm.1999.319697

十分感谢~~~