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An arbitrage princing approach to evaluating mutual fund performance
Chang, Eric C.; Levellen, Wilbur G. - In: The journal of financial research 8 (1985) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10001993008
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Arbitrage theory : introductory lectures on arbitrage-based financial asset pricing
Wilhelm, Jochen - 1985
Persistent link: https://www.econbiz.de/10013278017
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Forward, option and spot markets in the UK power pool
Hunt, Sally; Shuttleworth, Graham - 1991
Persistent link: https://www.econbiz.de/10000882072
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Funktionen der Börsen als Marktplatz und Dienstleister
Nabben, Stefan; Rudolph, Bernd - 1994
Persistent link: https://www.econbiz.de/10000882169
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Aggregate income risks and hedging mechanisms
Shiller, Robert J. - 1993
Persistent link: https://www.econbiz.de/10000883175
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Simulating normal rectangle probabilities and their derivatives : the effects of vectorization
Hajivassiliou, Vassilis Argyrou - 1993
Persistent link: https://www.econbiz.de/10000883179
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Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
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Banking and finance
Steiner, Peter (contributor) - 1993
Persistent link: https://www.econbiz.de/10000884238
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Indirect hedging of foreign currency exposure
Wahl, Jack E.; Broll, Udo; Zilcha, Itzhak - 1994
Persistent link: https://www.econbiz.de/10000885071
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167