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The effects of interest-bearing reserves on bank portfolio riskiness
Mitchell, Douglas W. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 2, pp. 209-216
Persistent link: https://www.econbiz.de/10002503792
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The risk and return from factors
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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Arbitrage, clientele effects, and the term structure of interest rates
Katz, Eliakim - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001119168
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Empirical tests of a principal-agent model of the investor-investment advisor relationship
Golec, Joseph - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10001122225
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On universal currency hedges
Adler, Michael - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10001122228
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Optimal dynamic trading with leverage constraints
Grossman, Sanford J. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10001125364
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Implied volatilities and transaction costs
Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
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The contrarian investment strategy does not work in Canadian markets
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 383-395
Persistent link: https://www.econbiz.de/10001129745
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001113534