Browsing OSU Master's Report by Author "Gan, Sze-Wan"
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Goal programming approach for hedging a portfolio with financial futures: An empirical test
Gan, Sze-Wan (1988-05)Purpose of Study: The primary purpose of this study is to test the Sharda and Musser goal programming hedging model in a portfolio environment employing real world data. The model is modified to accommodate a portfolio of ...