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Optimal Hedging with Higher Mo...
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Aktienindex
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Brooks, Chris
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The journal of business : B
ICMA Centre Discussion Papers in Finance
44
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Journal of banking & finance
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International review of financial analysis
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Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index
Brooks, Chris
;
Katsaris, Apostoles
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 2003-2036
Persistent link: https://www.econbiz.de/10003232689
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2
The effect of asymmetries on optimal hedge ratios
Brooks, Chris
;
Henry, Ólan Thomas John
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10001682432
Saved in:
3
Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index
Brooks, Chris
;
Katsaris, Apostolos
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 2003-2036
Persistent link: https://www.econbiz.de/10006012915
Saved in:
4
The Effect of Asymmetries on Optimal Hedge Ratios
Brooks, Chris
;
Henry, Olan T.
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10006034660
Saved in:
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