Research Catalog

Stock index futures and index arbitrage in a rational expectations model

Title
Stock index futures and index arbitrage in a rational expectations model / Anne Fremault.
Author
Fremault, Anne.
Publication
New York : Center for the Study of Futures Markets, Columbia Business School, Columbia University, 1989.

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StatusFormatAccessCall NumberItem Location
TextRequest in advance HG6031 .W6 no.189-195Off-site

Holdings

Details

Additional Authors
Columbia University. Center for the Study of Futures Markets.
Description
38 pages : illustrations; 28 cm.
Series Statement
Working paper series ; CSFM-195
Uniform Title
Working paper series (Columbia University. Center for the Study of Futures Markets) ; CSFM-195.
Subject
Note
  • "November 1989."
Bibliography (note)
  • Includes bibliographical references (p. 35-36)
OCLC
ocm21323229
Owning Institutions
Columbia University Libraries