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Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
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Transaction costs and option-pricing biases : some evidence for options on foreign exchange futures
Ghalbouni, Joseph P. - In: Review of futures markets 9 (1990) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10001102030
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An empirical investigation of the term structure of implied volatilities in currency options
Fouda, Henri; Kryzanowski, Lawrence; To, Minh-chau - 1995
Persistent link: https://www.econbiz.de/10000927019
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The E-V stationarity of secure returns : some empirical evidence
Kryzanowski, Lawrence - In: Journal of banking & finance 11 (1987) 1, pp. 117-135
Persistent link: https://www.econbiz.de/10001028019
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Futures market equilibrium with heterogeneity and a spot market at harvest
Fouda, Henri; Kryzanowski, Lawrence; To, Minh-chau - In: Journal of economic dynamics & control 25 (2001) 5, pp. 805-824
Persistent link: https://www.econbiz.de/10001561693