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Generalized stochastic arbitrage opportunities
Arvanitis, Stelios; Post, Thierry - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
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Commodity price forecasts, futures prices, and pricing models
Cortazar, Gonzalo; Millard, Cristobal; Ortega, Hector; … - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4141-4155
Persistent link: https://www.econbiz.de/10012118549
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Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco; Nimark, Kristoffer P. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
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Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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Investor flows and the 2008 boom/bust in oil prices
Singleton, Kenneth J. - In: Management science : journal of the Institute for … 60 (2014) 2, pp. 300-318
Persistent link: https://www.econbiz.de/10010258816
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The value of operational flexibility in the presence of input and output price uncertainties with oil refining applications
Dong, Lingxiu; Kouvelis, Panos; Wu, Xiaole - In: Management science : journal of the Institute for … 60 (2014) 12, pp. 2908-2926
Persistent link: https://www.econbiz.de/10010461783
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Why isn't business investment more sensitive to interest rates? : evidence from surveys
Sharpe, Steven A.; Suárez, Gustavo A. - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 720-741
Persistent link: https://www.econbiz.de/10012505247
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Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
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The valuation and analysis of adjustable rate mortgages
Kau, James B. (contributor) - In: Management science : journal of the Institute for … 36 (1990) 12, pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565