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A new linear programming approach to bond portfolio management: a comment
Ehrhardt, Michael C. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 533-537
Persistent link: https://www.econbiz.de/10001082067
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Tactical Asset Allocation : (TAA) ;a tool for the individual investor
Ehrhardt, Michael C. - In: Review of business : interdisciplinary journal on risk … 12 (1990) 3, pp. 9-14
Persistent link: https://www.econbiz.de/10001131003
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Arbitrage pricing models : the sufficient number of factors and equilibrium conditions
Ehrhardt, Michael C. - In: The journal of financial research 10 (1987) 2, pp. 111-120
Persistent link: https://www.econbiz.de/10001042708
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A mean-variance derivation of a multi-factor equilibrium model
Ehrhardt, Michael C. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10001025729
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The predictive accuracy required when investing through tactical asset allocation
Ehrhardt, Michael C. - In: American business review 8 (1990) 1, pp. 8-15
Persistent link: https://www.econbiz.de/10001079469
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Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.; Ehrhardt, Michael C. - In: Applied financial economics 21 (2011) 10/12, pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
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Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R. - In: The financial review : the official publication of the … 28 (1993) 2, pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
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Equilibrium characterization of initial bond offerings : implications for empirical research
Ehrhardt, Michael C. - In: Journal of business research : JBR 18 (1989) 3, pp. 219-228
Persistent link: https://www.econbiz.de/10001070133
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An application of arbitrage pricing theory to futures markets : tests of normal backwardation
Ehrhardt, Michael C. - In: The journal of futures markets 7 (1987) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001149664
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Tests for tax-clientele and tax-option effects in US treasury bonds
Ehrhardt, Michael C. - In: Journal of banking & finance 19 (1995) 6, pp. 1055-1072
Persistent link: https://www.econbiz.de/10001187930