The purpose of this book is to analyse how investors can reduce the systematic risk of a portfolio of stocks by using equity index futures, and how the leverage effect of futures can help to seize a market opportunity to lift a portfolio's return. Another contribution is to introduce the reader to the practical handling of equity index futures transactions using Eurex's products.

Maher Asal/Christian H. Schäfer
The Application of Equity Index Futures in Portfolio Management Strategies. An empirical Study
ISBN 978-3-86573-287-3
101 S. 16,80 EUR. 2007

Inhaltsverzeichnis (PDF)