Open Access. Powered by Scholars. Published by Universities.®

Business Commons™

Open Access. Powered by Scholars. Published by Universities.®

Southern Methodist University

Series

1985

Hedges

Articles 1 - 1 of 1

Full-Text Articles in Business

Stochastic Duration And Dynamic Measure Of Risk In Financial Futures, Andrew H. Chen, Hun Y. Park, K. John Wei Jan 1985

Stochastic Duration And Dynamic Measure Of Risk In Financial Futures, Andrew H. Chen, Hun Y. Park, K. John Wei

Historical Working Papers

Stochastic duration is examined a general measure of risk for use in assessing financial futures.

Go to article