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

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    Kajek First
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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.

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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.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    22 views1 page

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

    Uploaded by

    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.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
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    1.

    Optimal number of contracts


    2. Changing the beta of a portfolio using index futures
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