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PERFORMANCE - Beyond Mean-Variance: Performance Measurement in a Nonsymmetrical World - This article presents a simple modification of the CAPM beta that produces correct risk and...
Leland, Hayne E. - In: Financial analysts' journal : FAJ 55 (1999) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10006300462
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Replicating Options with Positions in Stock and Cash
Rubinstein, Mark; Leland, Hayne E. - In: Financial analysts' journal : FAJ 51 (1995) 1, pp. 113-121
Persistent link: https://www.econbiz.de/10006332945
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On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
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Q group panel discussion : looking to the future
Leibowitz, Martin L.; Lo, Andrew W.; Merton, Robert C.; … - In: Financial analysts' journal : FAJ 72 (2016) 4, pp. 17-25
Persistent link: https://www.econbiz.de/10011688455
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An interview with Nobel laureate Robert C. Merton
Merton, Robert C. (interviewee); Kritzman, Mark (interviewer) - In: Financial analysts' journal : FAJ 74 (2018) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10011879180
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PERSPECTIVES - Thoughts on the Future: Theory and Practice in Investment Management - Existing finance theory can be put into practice in ways that will greatly benefit clients --...
Merton, Robert C. - In: Financial analysts' journal : FAJ 59 (2003) 1, pp. 17-23
Persistent link: https://www.econbiz.de/10006258017
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Arbitrage opportunities in the Japanese stock and futures markets
Brenner, Menachem - In: Financial analysts' journal : FAJ 46 (1990) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10001088703
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FEATURE ARTICLES: A Simple Approach to Option Valuation and Hedging in the Black-Scholes Model
Brenner, Menachem; Subrahmanyam, Marti G. - In: Financial analysts' journal : FAJ 50 (1994) 2, pp. 25-28
Persistent link: https://www.econbiz.de/10006342504