RT Journal Article SR Electronic T1 A CAPM-based analysis of stock index futures JF The Journal of Portfolio Management FD Institutional Investor Journals SP 47 OP 52 DO 10.3905/jpm.1984.408955 VO 10 IS 3 A1 N. Gressis A1 G. Vlahos A1 G.C. Phillipatos YR 1984 UL https://pm-research.com/content/10/3/47.abstract AB