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Portfolio insurance trading rules
Bookstaber, Richard; Langsam, Joseph A. - In: The journal of futures markets 8 (1988) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
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On marketing strategies with options : a technique to measure risk and return
Hauser, R. J.; Eales, J. S. - In: The journal of futures markets 6 (1986) 2, pp. 273-288
Persistent link: https://www.econbiz.de/10003534860
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Measuring hedging effectiveness in a traditional one-periodic portfolio framework
Gjerde, Østein - In: The journal of futures markets 7 (1987) 6, pp. 663-674
Persistent link: https://www.econbiz.de/10003559751
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Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence
Kobold, Klaus - 1986
Persistent link: https://www.econbiz.de/10010518377
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The economics of futures trading : readings
Goss, Barry Andrew; Yamey, Basil Selig; Goss, Barry A.; … - 1978 - 2. ed.
Persistent link: https://www.econbiz.de/10000050401
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A privately revealing rational expectation equlilibrium for the future market
Demmers, Fanny; Demmers, Michel - 1987
Persistent link: https://www.econbiz.de/10000745019
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Options : Theory and Practice
Henin, Claude G.; Ryan, Peter; Ryan, Peter J. - 1977
Persistent link: https://www.econbiz.de/10000674390
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Intertemporal allocation in the corn and soybean markets with rational expectations
Giles, David E. A.; Goss, Barry A.; Chin, Olive P. L. - 1983
Persistent link: https://www.econbiz.de/10000012347
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Futures prices as forecasts of commodity spot prices
Giles, David E. A.; Goss, Barry A. - 1980
Persistent link: https://www.econbiz.de/10000012349
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The stabilizing and welfare properties of futures markets : A simulation approach
Campbell, Robert B.; Turnovsky, Stephen J. - 1982
Persistent link: https://www.econbiz.de/10000012595