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  • Optimal Number of Contracts 2. Changing The Beta of A Portfolio Using Index Futures 3

    Diunggah oleh

    Kajek First
    20 tayangan1 halaman
    This short document discusses two topics: 1) determining the optimal number of contracts when using index futures to change a portfolio's beta, and 2) how index futures can be used to alter the beta of a portfolio. In a few sentences or less, it covers high-level concepts about managing risk exposure through the use of futures contracts on stock market indexes.

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    Fnan 412 Notes

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    This short document discusses two topics: 1) determining the optimal number of contracts when using index futures to change a portfolio's beta, and 2) how index futures can be used to alter the beta of a portfolio. In a few sentences or less, it covers high-level concepts about managing risk exposure through the use of futures contracts on stock market indexes.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai DOCX, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    20 tayangan1 halaman

    Optimal Number of Contracts 2. Changing The Beta of A Portfolio Using Index Futures 3

    Diunggah oleh

    Kajek First
    This short document discusses two topics: 1) determining the optimal number of contracts when using index futures to change a portfolio's beta, and 2) how index futures can be used to alter the beta of a portfolio. In a few sentences or less, it covers high-level concepts about managing risk exposure through the use of futures contracts on stock market indexes.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai DOCX, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
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    1.

    Optimal number of contracts


    2. Changing the beta of a portfolio using index futures
    3.

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