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The systematic risk of futures contracts
Kolb, Robert W. - In: The journal of futures markets 16 (1996) 6, pp. 631-654
Persistent link: https://www.econbiz.de/10001207046
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Is normal backwardation normal?
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001124727
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Futures prices and the maturity effect
Galloway, Tina M. - In: The journal of futures markets 16 (1996) 7, pp. 809-828
Persistent link: https://www.econbiz.de/10001209515
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Analysis of spreads in agricultural futures
Barrett, W. B. - In: The journal of futures markets 15 (1995) 1, pp. 69-86
Persistent link: https://www.econbiz.de/10001178114
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An empirical evaluation of the extended mean-Gini coefficient for futures hedging
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001124219
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A comparative analysis of futures contract margins
Gay, Gerald D. - In: The journal of futures markets 6 (1986) 2, pp. 307-324
Persistent link: https://www.econbiz.de/10001135448
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Utility maximizing hedge ratios in the extended mean gini framework
Kolb, Robert W. - In: The journal of futures markets 13 (1993) 6, pp. 597-609
Persistent link: https://www.econbiz.de/10001149386
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Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W. - In: The journal of futures markets 2 (1982) 3, pp. 217-229
Persistent link: https://www.econbiz.de/10001080719
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Managing foreign interest rate risk
Kolb, Robert W. - In: The journal of futures markets 2 (1982) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10001080929
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Removing bias in duration based hedging models : a note
Gay, Gerald D. - In: The journal of futures markets 4 (1984) 2, pp. 225-228
Persistent link: https://www.econbiz.de/10001082993