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PORTFOLIO MANAGEMENT - Stale Prices and Strategies for Trading Mutual Funds - Because of stale prices, active trading in certain mutual funds can generate extraordinary Sharpe rati...
Boudoukh, Jacob; Richardson, Matthew; Subrahmanyam, Marti; … - In: Financial analysts' journal : FAJ 58 (2002) 4, pp. 53-71
Persistent link: https://www.econbiz.de/10006263558
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Commodities for the long run
Levine, Ari; Ooi, Yao Hua; Richardson, Matthew; … - In: Financial analysts' journal : FAJ 74 (2018) 2, pp. 55-68
Persistent link: https://www.econbiz.de/10011879245
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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