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The efficiency of dynamic trading strategies in imperfect markets
Kat, Harry M. - 1993
Persistent link: https://www.econbiz.de/10000861928
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Hedge funds versus common sense: an illustration of the dangers of mechanical investment decision making
Kat, Harry M. - In: Intelligent hedge fund investing, (pp. 9-26). 2004
Persistent link: https://www.econbiz.de/10003286542
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Hedge fund investing: some words of caution
Kat, Harry M. - In: Hedge fund investment management, (pp. 112-127). 2005
Persistent link: https://www.econbiz.de/10003227125
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How derivatives can help solve the pension fund crisis
Capelleveen, Huub F. van (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776452
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A dynamic trading approach to performance evaluation
Amin, Gaurav S.; Kat, Harry M. - In: Performance measurement in finance, (pp. 91-107). 2002
Persistent link: https://www.econbiz.de/10001718578
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Pricing and hedging power options
Heynen, Ronald C. - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 253-261
Persistent link: https://www.econbiz.de/10001215390
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Economic activity and time variation in expected futures returns
Miffre, Joëlle - In: Economics letters 73 (2001) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle - In: European financial management : the journal of the … 7 (2001) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10001558301
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Economic significance of the predictable movements in futures returns
Miffre, Joëlle - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 1, pp. 125-142
Persistent link: https://www.econbiz.de/10001669373