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~person:"Kolb, Robert W."
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Kolb, Robert W.
Fabozzi, Frank J.
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59
Lien, Da-hsiang Donald
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1
Understanding futures markets
Kolb, Robert W.
-
1991
-
3. ed
Persistent link: https://www.econbiz.de/10000836397
Saved in:
2
Utility maximizing hedge ratios in the extended mean Gini framework
Kolb, Robert W.
;
Okunev, John
-
1992
Persistent link: https://www.econbiz.de/10000920662
Saved in:
3
Understanding futures markets
Kolb, Robert W.
-
1985
Persistent link: https://www.econbiz.de/10000690765
Saved in:
4
Financial markets
Kolb, Robert W.
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000552312
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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