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Understanding futures markets
Kolb, Robert W. - 1991 - 3. ed
Persistent link: https://www.econbiz.de/10000836397
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Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920662
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Understanding futures markets
Kolb, Robert W. - 1985
Persistent link: https://www.econbiz.de/10000690765
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Financial markets
Kolb, Robert W. - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10000552312
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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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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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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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Trader rationality in the exercise of futures options
Gay, Gerald D. - In: Journal of financial economics 23 (1989) 2, pp. 339-361
Persistent link: https://www.econbiz.de/10001076049
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A pricing anomaly in Treasury Bill futures
Kolb, Robert W. - In: The journal of financial research 8 (1985) 2, pp. 157-167
Persistent link: https://www.econbiz.de/10001019938
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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