A PORTFOLIO ANALYSIS OF STRADDLE OPERATIONS IN THE FUTURES MARKETS: AN APPLICATION OF THE EXPECTED RETURNS‐VARIANCE OF RETURNS HYPOTHESIS
- Abstract
- Full Text PDF
- Author(s): Nicholas W. Schrock
- Published: Apr 30, 2012
- Pages: 547-548
- DOI: 10.1111/j.1540-6261.1969.tb00378.x