Recent articles on the hedging effectiveness of interest-rate futures have focused on the
relationship between futures contracts and their underlying

Equity style analysis is concerned at least in part with the classification of portfolios, using
either holdings or returns, as to size and orientation to growth or value. Notwithstanding …

… Kuberek …

The purpose of this program is to continue development of a 0.3 millipound force cesium-contact,
linear strip ion thrustor in conjunction with a liquid cesium feed system which will lead …

Diamonds from Juina are well known in the literature due to the abundant occurrence of
diamond inclusions formed over a large depth range, from the upper to the lower mantle. …

Options and futures on government bonds are the only exchange traded derivative contracts
currently available to investors wishing to hedge portfolios of eurobonds. This study, forms …

Performance attribution analysis partitions a port-folio’s ex-post return into specific components
associated with particular decisions made during the management process, in order to …

This paper determines and decomposes the importance of region, industry sector, size and
value–growth allocation policies within global equity portfolios and focuses on the interaction …

We test alternative models of yield curve risk by hedging US Treasury bond portfolios through
note/bond futures. We show that traditional implementations of models based on principal …

Bristol board, drawing linen, or coordinate paper with a light blue background. TheIndia ink
lettering on graphs must be clear, large, anc:" open" so that letters andnumbers do not Crll in …